+575.0%
EFX vs QID
-100.0%
+675.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.5% |
| 7D | -8.6% | -0.6% | -8.0% | -8.8% |
| 30D | +0.1% | 0.0% | +0.1% | +0.2% |
| 3M | +3.8% | +3.7% | +0.1% | +5.6% |
| 6M | -13.5% | -29.9% | +16.3% | -24.2% |
| YTD | -17.7% | -28.8% | +11.1% | -27.0% |
| 1Y | -25.6% | -37.2% | +11.6% | -37.0% |
| 3Y | -12.1% | -73.7% | +61.6% | -42.4% |
| 5Y | -33.8% | -80.7% | +46.9% | -55.0% |
| 10Y | +45.1% | -99.1% | +144.3% | -65.0% |
| All | +575.0% | -100.0% | +675.0% | -51.0% |
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 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