+1,127.4%
ET vs QID
-100.0%
+1,227.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | 0.0% |
| 7D | +3.0% | -11.8% | +14.8% | -0.9% |
| 30D | -3.5% | +14.2% | -17.7% | +1.3% |
| 3M | -5.6% | +8.8% | -14.4% | -2.4% |
| 6M | +0.5% | +1.5% | -1.0% | +2.1% |
| YTD | +26.3% | -23.8% | +50.1% | +17.1% |
| 1Y | +25.7% | -22.0% | +47.7% | +17.6% |
| 3Y | +85.1% | -71.9% | +157.0% | +31.0% |
| 5Y | +216.4% | -77.6% | +294.0% | +131.3% |
| 10Y | +160.9% | -99.1% | +260.0% | -27.9% |
| All | +1,127.4% | -100.0% | +1,227.4% | +36.1% |
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