+105.0%
ED vs QID
-99.1%
+204.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.5% |
| 7D | -1.9% | +2.7% | -4.6% | -1.7% |
| 30D | +0.1% | +3.3% | -3.2% | +0.3% |
| 3M | 0.0% | -5.5% | +5.5% | -0.3% |
| 6M | -2.5% | -28.4% | +25.9% | -4.8% |
| YTD | +10.1% | -26.6% | +36.7% | +7.7% |
| 1Y | +13.6% | -34.1% | +47.7% | +10.1% |
| 3Y | +32.4% | -73.7% | +106.1% | +17.7% |
| 5Y | +69.9% | -80.7% | +150.5% | +50.4% |
| All | +105.0% | -99.1% | +204.1% | +21.0% |
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