+152.3%
W vs QID
-99.1%
+251.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -5.0% | -0.6% |
| 7D | +0.5% | +2.7% | -2.3% | +3.0% |
| 30D | -5.6% | +3.3% | -8.9% | -2.5% |
| 3M | +41.9% | -5.5% | +47.4% | +40.3% |
| 6M | +30.2% | -28.4% | +58.6% | +4.2% |
| YTD | -2.9% | -26.6% | +23.6% | -18.8% |
| 1Y | +11.6% | -34.1% | +45.7% | -13.9% |
| 3Y | +37.0% | -73.7% | +110.6% | -36.3% |
| 5Y | -62.8% | -80.7% | +17.8% | -78.1% |
| All | +152.3% | -99.1% | +251.5% | -67.7% |
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