-30.7%
EFX vs QID
-76.9%
+46.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +1.6% |
| 7D | -0.8% | -7.1% | +6.4% | -3.1% |
| 30D | +25.1% | +12.6% | +12.5% | +30.4% |
| 3M | +1.7% | +14.2% | -12.6% | +6.6% |
| 6M | +18.4% | +6.2% | +12.2% | +21.3% |
| YTD | -12.5% | -21.8% | +9.3% | -19.7% |
| 1Y | -8.1% | -23.1% | +15.0% | -16.1% |
| 3Y | +4.8% | -71.3% | +76.1% | -31.3% |
| All | -30.7% | -76.9% | +46.2% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling