-73.5%
QID vs EFV
+90.2%
-163.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -0.1% |
| 7D | +1.3% | -0.8% | +2.1% | 0.0% |
| 30D | +2.9% | +0.6% | +2.3% | +4.1% |
| 3M | -0.7% | +7.5% | -8.3% | +12.3% |
| 6M | -29.7% | +13.0% | -42.7% | -12.0% |
| YTD | -27.9% | +18.3% | -46.2% | -2.2% |
| 1Y | -34.6% | +26.7% | -61.3% | -0.1% |
| 3Y | -73.5% | +89.6% | -163.1% | -15.2% |
| All | -73.5% | +90.2% | -163.8% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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