+209.8%
W vs QID
-99.5%
+309.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.8% | +11.4% | -1.2% |
| 7D | +3.3% | -0.8% | +4.1% | +4.0% |
| 30D | +10.5% | +20.1% | -9.5% | +31.5% |
| 3M | +9.6% | +11.8% | -2.2% | +23.7% |
| 6M | +76.4% | +5.5% | +70.8% | +98.6% |
| YTD | +16.4% | -21.5% | +37.9% | +6.4% |
| 1Y | +9.3% | -22.6% | +32.0% | -0.6% |
| 3Y | +172.8% | -72.3% | +245.1% | +39.3% |
| 5Y | -53.4% | -76.9% | +23.5% | -66.5% |
| 10Y | +243.6% | -99.0% | +342.6% | -43.1% |
| All | +209.8% | -99.5% | +309.3% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling