+773.7%
ECL vs QID
-100.0%
+873.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | 0.0% |
| 7D | -2.6% | -0.6% | -2.0% | -2.8% |
| 30D | -2.2% | 0.0% | -2.2% | -2.1% |
| 3M | +10.1% | +3.7% | +6.4% | +12.2% |
| 6M | -5.7% | -29.9% | +24.1% | -15.6% |
| YTD | +7.0% | -28.8% | +35.7% | -3.5% |
| 1Y | +2.7% | -37.2% | +39.8% | -11.0% |
| 3Y | +57.7% | -73.7% | +131.4% | +6.5% |
| 5Y | +31.1% | -80.7% | +111.9% | -9.5% |
| 10Y | +150.9% | -99.1% | +250.0% | -32.2% |
| All | +773.7% | -100.0% | +873.6% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling