+163.6%
W vs QID
-99.5%
+263.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.2% |
| 7D | -4.2% | -0.6% | -3.5% | -4.5% |
| 30D | -7.6% | 0.0% | -7.6% | -7.2% |
| 3M | +37.2% | +3.7% | +33.4% | +47.7% |
| 6M | +26.3% | -29.9% | +56.2% | +0.6% |
| YTD | -1.0% | -28.8% | +27.8% | -18.5% |
| 1Y | +20.1% | -37.2% | +57.3% | -9.7% |
| 3Y | +37.8% | -73.7% | +111.5% | -32.7% |
| 5Y | -63.7% | -80.7% | +17.1% | -77.7% |
| 10Y | +156.3% | -99.1% | +255.5% | -62.0% |
| All | +163.6% | -99.5% | +263.1% | -68.3% |
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