+47.9%
ED vs QID
-71.7%
+119.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | +2.1% | +1.8% | +0.4% | +1.7% |
| 30D | +12.4% | +21.6% | -9.2% | +9.4% |
| 3M | +13.1% | +12.6% | +0.5% | +11.0% |
| 6M | +14.1% | +6.9% | +7.2% | +12.4% |
| YTD | +23.1% | -20.5% | +43.6% | +25.1% |
| 1Y | +25.4% | -18.1% | +43.5% | +27.1% |
| 3Y | +47.9% | -70.7% | +118.5% | +44.7% |
| All | +47.9% | -71.7% | +119.6% | +44.7% |
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