+142.8%
EFA vs QID
-99.2%
+241.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +0.5% |
| 7D | -1.5% | +1.3% | -2.8% | -1.1% |
| 30D | -1.7% | +2.9% | -4.6% | -0.7% |
| 3M | +3.5% | -0.7% | +4.2% | +4.1% |
| 6M | +9.5% | -29.7% | +39.2% | +0.9% |
| YTD | +12.9% | -27.9% | +40.7% | +5.1% |
| 1Y | +18.2% | -34.6% | +52.8% | +7.6% |
| 3Y | +64.8% | -73.5% | +138.4% | +22.9% |
| 5Y | +53.9% | -81.0% | +134.9% | +15.3% |
| All | +142.8% | -99.2% | +241.9% | -13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling