+264.0%
EQT vs QID
-100.0%
+363.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -2.3% |
| 7D | -2.0% | +1.3% | -3.3% | -1.5% |
| 30D | 0.0% | +2.9% | -2.9% | +1.2% |
| 3M | +5.9% | -0.7% | +6.7% | +6.0% |
| 6M | -14.8% | -29.7% | +14.9% | -25.2% |
| YTD | +1.8% | -27.9% | +29.6% | -9.5% |
| 1Y | +7.4% | -34.6% | +41.9% | -7.5% |
| 3Y | +33.6% | -73.5% | +107.2% | -13.2% |
| 5Y | +199.3% | -81.0% | +280.3% | +94.3% |
| 10Y | +50.0% | -99.2% | +149.2% | -71.4% |
| All | +264.0% | -100.0% | +363.9% | -82.5% |
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