-68.0%
U vs QID
-80.7%
+12.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.9% |
| 7D | +4.5% | -2.7% | +7.2% | +1.8% |
| 30D | -0.6% | +1.8% | -2.4% | +1.2% |
| 3M | +48.4% | -2.2% | +50.6% | +48.4% |
| 6M | +115.4% | -32.1% | +147.5% | +52.9% |
| YTD | -3.2% | -28.6% | +25.4% | -25.7% |
| 1Y | -6.0% | -36.3% | +30.3% | -33.2% |
| 3Y | +13.5% | -74.4% | +87.9% | -60.2% |
| 5Y | -68.0% | -80.8% | +12.8% | -84.9% |
| All | -68.0% | -80.7% | +12.7% | -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