+509.2%
ED vs QID
-100.0%
+609.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.2% |
| 7D | -1.7% | -11.8% | +10.1% | -3.2% |
| 30D | +10.7% | +14.2% | -3.5% | +12.7% |
| 3M | +11.6% | +8.8% | +2.9% | +13.0% |
| 6M | +13.5% | +1.5% | +12.0% | +14.1% |
| YTD | +23.1% | -23.8% | +46.9% | +19.4% |
| 1Y | +23.1% | -22.0% | +45.1% | +19.8% |
| 3Y | +47.9% | -71.9% | +119.8% | +25.8% |
| 5Y | +83.9% | -77.6% | +161.5% | +58.3% |
| 10Y | +142.1% | -99.1% | +241.2% | +28.2% |
| All | +509.2% | -100.0% | +609.2% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling