-26.6%
VRSK vs QID
-73.7%
+47.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.2% |
| 7D | -5.2% | +1.3% | -6.4% | -5.2% |
| 30D | -2.3% | +2.9% | -5.3% | -2.3% |
| 3M | -2.9% | -0.7% | -2.2% | -2.8% |
| 6M | -12.8% | -29.7% | +16.9% | -14.6% |
| YTD | -20.8% | -27.9% | +7.1% | -22.2% |
| 1Y | -33.2% | -34.6% | +1.4% | -35.0% |
| 3Y | -26.6% | -73.5% | +47.0% | -35.4% |
| All | -26.6% | -73.7% | +47.2% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling