+155.6%
ECL vs QID
-99.1%
+254.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.0% |
| 7D | -2.7% | -1.9% | -0.8% | -3.3% |
| 30D | -4.3% | +1.7% | -6.0% | -3.8% |
| 3M | +3.2% | -3.9% | +7.1% | +2.5% |
| 6M | -2.9% | -30.0% | +27.1% | -12.1% |
| YTD | +4.3% | -28.2% | +32.5% | -4.6% |
| 1Y | +1.6% | -35.6% | +37.3% | -9.8% |
| 3Y | +54.3% | -74.3% | +128.5% | +7.1% |
| 5Y | +26.5% | -80.8% | +107.3% | -10.2% |
| 10Y | +155.6% | -99.2% | +254.7% | -17.9% |
| All | +155.6% | -99.1% | +254.7% | -17.9% |
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