+19.3%
ECL vs QID
-20.9%
+40.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.7% |
| 7D | +2.9% | -7.1% | +10.0% | +2.5% |
| 30D | +7.5% | +12.6% | -5.1% | +8.1% |
| 3M | +12.2% | +14.2% | -2.0% | +13.0% |
| 6M | +24.6% | +6.2% | +18.4% | +24.8% |
| YTD | +18.8% | -21.8% | +40.6% | +11.8% |
| 1Y | +19.3% | -23.1% | +42.5% | +12.3% |
| All | +19.3% | -20.9% | +40.2% | +12.3% |
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 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