+18.8%
ECL vs QID
-22.5%
+41.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +0.3% |
| 7D | -2.3% | -1.1% | -1.1% | -2.3% |
| 30D | +8.3% | +14.4% | -6.1% | +8.9% |
| 3M | +8.4% | +6.7% | +1.8% | +8.7% |
| 6M | +23.3% | +2.6% | +20.7% | +23.2% |
| YTD | +18.2% | -24.2% | +42.4% | +11.4% |
| 1Y | +18.8% | -22.3% | +41.1% | +12.1% |
| All | +18.8% | -22.5% | +41.3% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling