+163.1%
ET vs QID
-99.0%
+262.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | +0.6% |
| 7D | +2.5% | -7.1% | +9.7% | +0.6% |
| 30D | -2.5% | +12.6% | -15.1% | +1.1% |
| 3M | -4.9% | +14.2% | -19.1% | -0.9% |
| 6M | -0.1% | +6.2% | -6.3% | +2.5% |
| YTD | +26.2% | -21.8% | +48.0% | +19.3% |
| 1Y | +25.2% | -23.1% | +48.3% | +17.9% |
| 3Y | +84.2% | -71.3% | +155.5% | +38.1% |
| 5Y | +216.1% | -77.0% | +293.1% | +146.4% |
| All | +163.1% | -99.0% | +262.2% | -18.5% |
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 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