+23.7%
ED vs QID
-22.5%
+46.1%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.8% |
| 7D | -0.9% | -1.1% | +0.2% | -0.9% |
| 30D | +11.2% | +14.4% | -3.2% | +7.8% |
| 3M | +11.8% | +6.7% | +5.1% | +9.7% |
| 6M | +14.1% | +2.6% | +11.5% | +12.3% |
| YTD | +23.0% | -24.2% | +47.2% | +27.0% |
| 1Y | +23.7% | -22.3% | +45.9% | +27.0% |
| All | +23.7% | -22.5% | +46.1% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling