+508.8%
ED vs QID
-100.0%
+608.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.9% |
| 7D | +2.1% | +1.8% | +0.4% | +2.4% |
| 30D | +12.4% | +21.6% | -9.2% | +15.3% |
| 3M | +13.1% | +12.6% | +0.5% | +15.0% |
| 6M | +14.1% | +6.9% | +7.2% | +15.4% |
| YTD | +23.1% | -20.5% | +43.6% | +19.9% |
| 1Y | +25.4% | -18.1% | +43.5% | +22.8% |
| 3Y | +47.9% | -70.7% | +118.5% | +26.4% |
| 5Y | +81.9% | -77.2% | +159.1% | +56.6% |
| 10Y | +141.3% | -99.0% | +240.3% | +28.4% |
| All | +508.8% | -100.0% | +608.8% | +83.4% |
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