+153.5%
EXPE vs QID
-74.5%
+228.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.3% | -8.2% | -7.8% |
| 7D | -9.8% | -2.7% | -7.0% | -10.7% |
| 30D | -11.5% | +1.8% | -13.3% | -10.9% |
| 3M | +21.7% | -2.2% | +23.9% | +21.4% |
| 6M | +10.4% | -32.1% | +42.5% | -6.6% |
| YTD | -2.5% | -28.6% | +26.0% | -14.7% |
| 1Y | +27.3% | -36.3% | +63.7% | +6.5% |
| 3Y | +153.5% | -74.4% | +227.9% | +46.9% |
| All | +153.5% | -74.5% | +228.0% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling