+34.4%
ED vs QID
-74.5%
+108.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +0.5% | -2.7% | +3.3% | +0.9% |
| 30D | +1.1% | +1.8% | -0.7% | +0.9% |
| 3M | +4.6% | -2.2% | +6.8% | +4.7% |
| 6M | -2.0% | -32.1% | +30.2% | +1.7% |
| YTD | +11.7% | -28.6% | +40.3% | +15.2% |
| 1Y | +15.7% | -36.3% | +52.1% | +20.3% |
| 3Y | +34.4% | -74.4% | +108.8% | +37.3% |
| All | +34.4% | -74.5% | +108.8% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling