+2,926.4%
V vs QID
-100.0%
+3,026.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.1% |
| 7D | -1.7% | -0.6% | -1.1% | -1.9% |
| 30D | +2.0% | 0.0% | +2.0% | +2.0% |
| 3M | +17.4% | +3.7% | +13.6% | +19.7% |
| 6M | +17.5% | -29.9% | +47.3% | +2.9% |
| YTD | +7.6% | -28.8% | +36.4% | -4.9% |
| 1Y | +7.7% | -37.2% | +44.9% | -9.1% |
| 3Y | +54.7% | -73.7% | +128.4% | -2.0% |
| 5Y | +73.0% | -80.7% | +153.8% | +11.4% |
| 10Y | +390.9% | -99.1% | +490.0% | +5.9% |
| All | +2,926.4% | -100.0% | +3,026.4% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling