+125.4%
EXPE vs QID
-99.1%
+224.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +0.4% |
| 7D | -17.8% | -1.1% | -16.6% | -17.2% |
| 30D | -3.2% | +14.4% | -17.6% | +3.5% |
| 3M | -19.0% | +6.7% | -25.6% | -15.8% |
| 6M | +17.7% | +2.6% | +15.1% | +21.2% |
| YTD | -7.8% | -24.2% | +16.4% | -15.7% |
| 1Y | -1.4% | -22.3% | +20.9% | -8.4% |
| 3Y | +121.9% | -72.0% | +194.0% | +45.8% |
| 5Y | +44.3% | -78.2% | +122.4% | +1.4% |
| 10Y | +125.4% | -99.1% | +224.5% | -42.3% |
| All | +125.4% | -99.1% | +224.5% | -42.3% |
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 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