+40.5%
ECL vs QID
-76.4%
+116.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.8% | +8.9% | +0.3% |
| 7D | -0.5% | -0.8% | +0.2% | -0.4% |
| 30D | +8.8% | +20.1% | -11.2% | +14.5% |
| 3M | +7.8% | +11.8% | -4.0% | +11.6% |
| 6M | +21.3% | +5.5% | +15.8% | +24.3% |
| YTD | +17.8% | -21.5% | +39.3% | +11.7% |
| 1Y | +21.1% | -22.6% | +43.7% | +14.5% |
| 3Y | +80.1% | -72.3% | +152.4% | +29.0% |
| 5Y | +40.5% | -76.9% | +117.4% | +0.7% |
| All | +40.5% | -76.4% | +116.9% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling