+34.9%
EIX vs QID
-99.0%
+133.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.3% |
| 7D | +1.0% | +1.8% | -0.8% | +1.5% |
| 30D | +8.9% | +21.6% | -12.8% | +13.2% |
| 3M | -9.8% | +12.6% | -22.4% | -7.5% |
| 6M | -10.2% | +6.9% | -17.1% | -8.5% |
| YTD | +5.9% | -20.5% | +26.5% | +2.3% |
| 1Y | +10.9% | -18.1% | +29.0% | +7.9% |
| 3Y | +10.2% | -70.7% | +80.9% | -10.3% |
| 5Y | +17.0% | -77.2% | +94.3% | -3.5% |
| All | +34.9% | -99.0% | +133.9% | -37.2% |
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