-80.7%
QID vs EFV
+94.1%
-174.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +1.8% |
| 7D | +2.7% | -2.0% | +4.7% | -0.8% |
| 30D | +3.3% | -0.2% | +3.5% | +3.1% |
| 3M | -5.5% | +9.1% | -14.7% | +11.2% |
| 6M | -28.4% | +11.7% | -40.1% | -10.5% |
| YTD | -26.6% | +17.0% | -43.6% | +0.3% |
| 1Y | -34.1% | +26.7% | -60.8% | +4.4% |
| 3Y | -73.7% | +90.2% | -163.8% | -3.3% |
| 5Y | -80.7% | +96.1% | -176.8% | -6.4% |
| All | -80.7% | +94.1% | -174.7% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling