-100.0%
QID vs EFV
+196.1%
-296.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | -0.7% |
| 7D | -2.7% | +1.0% | -3.7% | -1.3% |
| 30D | +1.8% | +0.2% | +1.6% | +2.1% |
| 3M | -2.2% | +9.6% | -11.8% | +13.0% |
| 6M | -32.1% | +14.0% | -46.2% | -15.5% |
| YTD | -28.6% | +18.5% | -47.0% | -5.5% |
| 1Y | -36.3% | +27.9% | -64.2% | -5.2% |
| 3Y | -74.4% | +92.4% | -166.8% | -24.2% |
| 5Y | -80.8% | +97.2% | -177.9% | -31.0% |
| 10Y | -99.1% | +163.0% | -262.1% | -93.2% |
| All | -100.0% | +196.1% | -296.1% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling