+30.9%
ET vs QID
-38.2%
+69.1%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +0.9% | -0.6% | +1.5% | +0.9% |
| 30D | +7.5% | 0.0% | +7.5% | +7.4% |
| 3M | +11.4% | +3.7% | +7.7% | +11.3% |
| 6M | +18.5% | -29.9% | +48.4% | +19.4% |
| YTD | +37.4% | -28.8% | +66.2% | +38.4% |
| 1Y | +30.9% | -37.2% | +68.1% | +36.4% |
| All | +30.9% | -38.2% | +69.1% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling