-26.6%
U vs QID
-90.9%
+64.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.5% |
| 7D | +2.8% | -11.8% | +14.6% | -8.0% |
| 30D | +7.6% | +14.2% | -6.6% | +22.0% |
| 3M | +12.7% | +8.8% | +3.9% | +22.8% |
| 6M | +87.0% | +1.5% | +85.5% | +95.7% |
| YTD | +13.6% | -23.8% | +37.4% | -5.8% |
| 1Y | +25.3% | -22.0% | +47.3% | +7.8% |
| 3Y | +85.8% | -71.9% | +157.7% | -25.1% |
| 5Y | -74.5% | -77.6% | +3.1% | -86.0% |
| All | -26.6% | -90.9% | +64.3% | -78.0% |
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