+146.4%
ED vs QID
-99.0%
+245.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.5% |
| 7D | +2.1% | -7.1% | +9.2% | +1.6% |
| 30D | +10.4% | +12.6% | -2.2% | +11.3% |
| 3M | +12.5% | +14.2% | -1.7% | +13.6% |
| 6M | +14.9% | +6.2% | +8.7% | +15.6% |
| YTD | +24.8% | -21.8% | +46.6% | +22.7% |
| 1Y | +23.8% | -23.1% | +47.0% | +21.6% |
| 3Y | +51.6% | -71.3% | +123.0% | +35.6% |
| 5Y | +86.4% | -77.0% | +163.4% | +68.5% |
| All | +146.4% | -99.0% | +245.4% | +45.0% |
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