+484.0%
V vs QID
-99.0%
+583.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +2.2% |
| 7D | +0.9% | -7.1% | +8.1% | -1.5% |
| 30D | +9.0% | +12.6% | -3.7% | +14.0% |
| 3M | +16.7% | +14.2% | +2.5% | +22.9% |
| 6M | +33.4% | +6.2% | +27.2% | +37.6% |
| YTD | +22.4% | -21.8% | +44.1% | +13.8% |
| 1Y | +27.7% | -23.1% | +50.8% | +18.3% |
| 3Y | +78.0% | -71.3% | +149.3% | +20.9% |
| 5Y | +108.5% | -77.0% | +185.5% | +51.2% |
| All | +484.0% | -99.0% | +583.0% | +24.7% |
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