+40.5%
W vs QID
-74.5%
+115.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.8% |
| 7D | +6.5% | -2.7% | +9.2% | +3.9% |
| 30D | -6.2% | +1.8% | -8.0% | -4.4% |
| 3M | +48.9% | -2.2% | +51.0% | +51.7% |
| 6M | +31.2% | -32.1% | +63.3% | -1.7% |
| YTD | -0.4% | -28.6% | +28.1% | -20.0% |
| 1Y | +14.8% | -36.3% | +51.1% | -15.8% |
| 3Y | +40.5% | -74.4% | +114.9% | -46.4% |
| All | +40.5% | -74.5% | +115.0% | -46.4% |
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