+550.6%
ETR vs QID
-100.0%
+650.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +1.4% | -0.6% | +2.1% | +1.3% |
| 30D | +1.0% | 0.0% | +1.0% | +1.0% |
| 3M | -1.3% | +3.7% | -5.0% | +0.1% |
| 6M | +1.9% | -29.9% | +31.7% | -5.0% |
| YTD | +18.2% | -28.8% | +46.9% | +10.7% |
| 1Y | +24.7% | -37.2% | +61.9% | +14.0% |
| 3Y | +150.7% | -73.7% | +224.4% | +94.4% |
| 5Y | +127.0% | -80.7% | +207.8% | +75.2% |
| 10Y | +295.5% | -99.1% | +394.6% | +57.3% |
| All | +550.6% | -100.0% | +650.6% | +25.0% |
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