+211.4%
EFA vs QID
-100.0%
+311.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.4% |
| 7D | +1.2% | -2.7% | +3.9% | +0.1% |
| 30D | -0.7% | +1.8% | -2.5% | +0.1% |
| 3M | +6.4% | -2.2% | +8.6% | +6.7% |
| 6M | +11.4% | -32.1% | +43.5% | -1.8% |
| YTD | +14.0% | -28.6% | +42.6% | +2.9% |
| 1Y | +20.2% | -36.3% | +56.5% | +4.6% |
| 3Y | +68.2% | -74.4% | +142.6% | +10.4% |
| 5Y | +54.8% | -80.8% | +135.6% | +3.4% |
| 10Y | +142.4% | -99.1% | +241.5% | -48.3% |
| All | +211.4% | -100.0% | +311.4% | -81.6% |
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