+39.7%
EFX vs QID
-99.2%
+138.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | 0.0% |
| 7D | -4.5% | +1.3% | -5.8% | -4.1% |
| 30D | -6.1% | +2.9% | -9.0% | -5.1% |
| 3M | +6.2% | -0.7% | +6.9% | +6.2% |
| 6M | -11.2% | -29.7% | +18.5% | -21.1% |
| YTD | -21.4% | -27.9% | +6.5% | -29.1% |
| 1Y | -34.3% | -34.6% | +0.3% | -42.6% |
| 3Y | -12.5% | -73.5% | +61.0% | -40.1% |
| 5Y | -35.6% | -81.0% | +45.4% | -55.1% |
| All | +39.7% | -99.2% | +138.8% | -59.0% |
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