+372.7%
ETR vs QID
-99.0%
+471.8%
-42.0%
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% | +0.3% |
| 7D | +1.2% | -7.1% | +8.3% | 0.0% |
| 30D | +7.0% | +12.6% | -5.6% | +9.5% |
| 3M | +4.6% | +14.2% | -9.6% | +7.4% |
| 6M | +0.1% | +6.2% | -6.1% | +2.0% |
| YTD | +23.2% | -21.8% | +45.0% | +19.3% |
| 1Y | +20.6% | -23.1% | +43.7% | +16.6% |
| 3Y | +156.3% | -71.3% | +227.6% | +111.8% |
| 5Y | +159.6% | -77.0% | +236.6% | +119.4% |
| All | +372.7% | -99.0% | +471.8% | +129.5% |
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