-18.9%
EXE vs QID
-21.1%
+2.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.8% |
| 7D | -4.7% | +9.8% | -14.4% | -5.3% |
| 30D | +1.0% | +18.9% | -17.9% | -0.2% |
| 3M | -5.6% | +9.6% | -15.2% | -6.3% |
| 6M | -12.3% | -7.8% | -4.5% | -12.0% |
| YTD | -19.5% | -23.3% | +3.8% | -18.8% |
| 1Y | -18.9% | -22.0% | +3.2% | -17.3% |
| All | -18.9% | -21.1% | +2.2% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling