-38.4%
U vs QID
-91.3%
+52.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | +1.1% |
| 7D | 0.0% | +2.7% | -2.8% | +2.6% |
| 30D | -4.1% | +3.3% | -7.4% | -1.0% |
| 3M | +57.8% | -5.5% | +63.3% | +52.1% |
| 6M | +103.5% | -28.4% | +131.9% | +53.7% |
| YTD | -4.8% | -26.6% | +21.8% | -24.2% |
| 1Y | -2.4% | -34.1% | +31.7% | -27.4% |
| 3Y | +11.7% | -73.7% | +85.3% | -57.3% |
| 5Y | -68.9% | -80.7% | +11.8% | -84.8% |
| All | -38.4% | -91.3% | +52.8% | -82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling