+124.0%
EW vs QID
-99.1%
+223.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +1.5% |
| 7D | -3.4% | +2.7% | -6.1% | -2.4% |
| 30D | -7.4% | +3.3% | -10.7% | -6.3% |
| 3M | +0.9% | -5.5% | +6.4% | -0.6% |
| 6M | +1.2% | -28.4% | +29.6% | -8.9% |
| YTD | +1.8% | -26.6% | +28.3% | -7.1% |
| 1Y | +10.8% | -34.1% | +45.0% | -2.3% |
| 3Y | +17.1% | -73.7% | +90.8% | -21.1% |
| 5Y | -28.2% | -80.7% | +52.4% | -50.2% |
| All | +124.0% | -99.1% | +223.1% | -47.7% |
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