-53.4%
W vs QID
-76.4%
+23.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.8% | +11.4% | -2.3% |
| 7D | +3.3% | -0.8% | +4.1% | +4.0% |
| 30D | +10.5% | +20.1% | -9.5% | +35.9% |
| 3M | +9.6% | +11.8% | -2.2% | +26.1% |
| 6M | +76.4% | +5.5% | +70.8% | +101.2% |
| YTD | +16.4% | -21.5% | +37.9% | +2.3% |
| 1Y | +9.3% | -22.6% | +32.0% | -4.8% |
| 3Y | +172.8% | -72.3% | +245.1% | +7.1% |
| 5Y | -53.4% | -76.9% | +23.5% | -75.6% |
| All | -53.4% | -76.4% | +23.1% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling