+2,986.9%
TER vs QID
-100.0%
+3,086.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.8% | +5.2% |
| 7D | +0.6% | -0.6% | +1.3% | +0.3% |
| 30D | -8.3% | 0.0% | -8.3% | -7.8% |
| 3M | -12.2% | +3.7% | -15.9% | -3.3% |
| 6M | +17.1% | -29.9% | +46.9% | +2.4% |
| YTD | +84.7% | -28.8% | +113.4% | +65.3% |
| 1Y | +199.9% | -37.2% | +237.1% | +154.1% |
| 3Y | +232.8% | -73.7% | +306.5% | +97.1% |
| 5Y | +198.6% | -80.7% | +279.3% | +94.1% |
| 10Y | +1,669.7% | -99.1% | +1,768.9% | +147.8% |
| All | +2,986.9% | -100.0% | +3,086.9% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling