-62.3%
W vs QID
-80.7%
+18.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.7% |
| 7D | +5.9% | -1.9% | +7.8% | +3.9% |
| 30D | -3.0% | +1.7% | -4.8% | -1.1% |
| 3M | +40.3% | -3.9% | +44.2% | +40.6% |
| 6M | +32.2% | -30.0% | +62.2% | -1.1% |
| YTD | -0.3% | -28.2% | +27.9% | -21.6% |
| 1Y | +16.2% | -35.6% | +51.8% | -17.2% |
| 3Y | +40.7% | -74.3% | +115.0% | -47.8% |
| 5Y | -62.3% | -80.8% | +18.5% | -83.2% |
| All | -62.3% | -80.7% | +18.3% | -83.2% |
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