+67.3%
ED vs QID
-80.7%
+148.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -0.2% | -1.9% | +1.8% | -0.1% |
| 30D | +1.9% | +1.7% | +0.2% | +1.9% |
| 3M | +1.9% | -3.9% | +5.8% | +1.9% |
| 6M | -2.3% | -30.0% | +27.7% | -2.4% |
| YTD | +10.9% | -28.2% | +39.1% | +10.8% |
| 1Y | +14.5% | -35.6% | +50.2% | +14.1% |
| 3Y | +33.4% | -74.3% | +107.7% | +26.9% |
| 5Y | +67.3% | -80.8% | +148.1% | +54.3% |
| All | +67.3% | -80.7% | +148.0% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling