+447.6%
ED vs QID
-100.0%
+547.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.4% |
| 7D | -0.2% | -0.6% | +0.4% | -0.3% |
| 30D | -0.1% | 0.0% | -0.1% | -0.1% |
| 3M | +3.9% | +3.7% | +0.2% | +4.7% |
| 6M | -3.0% | -29.9% | +26.8% | -7.1% |
| YTD | +10.7% | -28.8% | +39.5% | +6.3% |
| 1Y | +13.3% | -37.2% | +50.5% | +7.0% |
| 3Y | +34.5% | -73.7% | +108.2% | +13.5% |
| 5Y | +67.1% | -80.7% | +147.9% | +40.5% |
| 10Y | +103.0% | -99.1% | +202.2% | +6.8% |
| All | +447.6% | -100.0% | +547.6% | +62.5% |
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