+178.5%
EXE vs QID
-86.1%
+264.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.3% | -0.6% | +0.4% | -0.4% |
| 30D | +8.5% | 0.0% | +8.5% | +8.5% |
| 3M | +5.5% | +3.7% | +1.7% | +6.7% |
| 6M | -5.9% | -29.9% | +24.0% | -11.4% |
| YTD | -9.7% | -28.8% | +19.1% | -14.7% |
| 1Y | +3.6% | -37.2% | +40.7% | -4.2% |
| 3Y | +18.0% | -73.7% | +91.8% | -4.5% |
| 5Y | +109.4% | -80.7% | +190.2% | +64.9% |
| All | +178.5% | -86.1% | +264.6% | +114.7% |
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 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