-71.5%
U vs QID
-76.9%
+5.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -0.9% |
| 7D | +24.4% | +1.8% | +22.6% | +25.0% |
| 30D | +7.4% | +21.6% | -14.2% | +29.5% |
| 3M | +16.8% | +12.6% | +4.2% | +31.7% |
| 6M | +78.8% | +6.9% | +71.9% | +96.4% |
| YTD | +14.0% | -20.5% | +34.5% | -2.6% |
| 1Y | +16.7% | -18.1% | +34.8% | +4.4% |
| 3Y | +86.4% | -70.7% | +157.1% | -26.3% |
| 5Y | -71.5% | -77.2% | +5.8% | -84.9% |
| All | -71.5% | -76.9% | +5.5% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling