+851.5%
DE vs QID
-99.2%
+950.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.9% |
| 7D | -2.6% | +1.3% | -3.8% | -2.2% |
| 30D | +9.0% | +2.9% | +6.1% | +10.0% |
| 3M | +19.1% | -0.7% | +19.9% | +19.7% |
| 6M | +14.4% | -29.7% | +44.1% | +4.2% |
| YTD | +45.9% | -27.9% | +73.8% | +34.3% |
| 1Y | +43.6% | -34.6% | +78.2% | +28.6% |
| 3Y | +75.9% | -73.5% | +149.4% | +25.5% |
| 5Y | +98.8% | -81.0% | +179.8% | +42.1% |
| All | +851.5% | -99.2% | +950.6% | +197.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling