-22.7%
U vs QID
-90.7%
+68.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +7.6% |
| 7D | +2.6% | -7.1% | +9.7% | -4.2% |
| 30D | +27.6% | +12.6% | +14.9% | +41.8% |
| 3M | +15.3% | +14.2% | +1.1% | +31.2% |
| 6M | +96.4% | +6.2% | +90.2% | +114.1% |
| YTD | +19.6% | -21.8% | +41.4% | +1.3% |
| 1Y | +42.1% | -23.1% | +65.2% | +19.8% |
| 3Y | +87.5% | -71.3% | +158.9% | -23.1% |
| 5Y | -73.1% | -77.0% | +3.8% | -84.9% |
| All | -22.7% | -90.7% | +68.0% | -76.3% |
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