+2,742.8%
EW vs QID
-100.0%
+2,842.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | +0.2% |
| 7D | +4.9% | -11.8% | +16.7% | +1.0% |
| 30D | +24.1% | +14.2% | +9.9% | +30.2% |
| 3M | +13.7% | +8.8% | +4.9% | +17.6% |
| 6M | +32.7% | +1.5% | +31.2% | +35.2% |
| YTD | +24.1% | -23.8% | +47.9% | +16.2% |
| 1Y | +23.6% | -22.0% | +45.6% | +17.0% |
| 3Y | +64.8% | -71.9% | +136.7% | +18.4% |
| 5Y | -8.8% | -77.6% | +68.8% | -30.9% |
| 10Y | +248.8% | -99.1% | +347.8% | +19.0% |
| All | +2,742.8% | -100.0% | +2,842.8% | +381.2% |
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