+1,235.2%
ET vs QID
-100.0%
+1,335.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | +0.1% |
| 7D | +0.4% | -2.7% | +3.2% | -0.5% |
| 30D | +6.9% | +1.8% | +5.1% | +7.5% |
| 3M | +13.1% | -2.2% | +15.2% | +12.7% |
| 6M | +18.7% | -32.1% | +50.8% | +5.1% |
| YTD | +37.4% | -28.6% | +66.0% | +24.0% |
| 1Y | +34.8% | -36.3% | +71.1% | +17.6% |
| 3Y | +96.8% | -74.4% | +171.2% | +34.7% |
| 5Y | +238.2% | -80.8% | +319.0% | +133.4% |
| 10Y | +159.4% | -99.1% | +258.5% | -29.6% |
| All | +1,235.2% | -100.0% | +1,335.2% | +44.1% |
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