+141.8%
ED vs QID
-99.1%
+240.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | -0.4% |
| 7D | -0.9% | -1.1% | +0.2% | -0.9% |
| 30D | +11.2% | +14.4% | -3.2% | +12.3% |
| 3M | +11.8% | +6.7% | +5.1% | +12.4% |
| 6M | +14.1% | +2.6% | +11.5% | +14.5% |
| YTD | +23.0% | -24.2% | +47.2% | +20.7% |
| 1Y | +23.7% | -22.3% | +45.9% | +21.6% |
| 3Y | +47.7% | -72.0% | +119.8% | +32.0% |
| 5Y | +82.6% | -78.2% | +160.8% | +64.3% |
| 10Y | +141.8% | -99.1% | +240.8% | +43.3% |
| All | +141.8% | -99.1% | +240.8% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling