+57.6%
ECL vs QID
-74.5%
+132.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -0.8% | -2.7% | +2.0% | -1.2% |
| 30D | -2.5% | +1.8% | -4.3% | -2.2% |
| 3M | +8.3% | -2.2% | +10.5% | +8.4% |
| 6M | -1.1% | -32.1% | +31.0% | -7.1% |
| YTD | +6.5% | -28.6% | +35.1% | +1.1% |
| 1Y | +2.1% | -36.3% | +38.4% | -4.9% |
| 3Y | +57.6% | -74.4% | +132.0% | +23.3% |
| All | +57.6% | -74.5% | +132.1% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling