-100.0%
QID vs EL
+591.4%
-691.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | -1.1% |
| 7D | -2.7% | +1.7% | -4.4% | -1.6% |
| 30D | +1.8% | +15.5% | -13.7% | +12.7% |
| 3M | -2.2% | +20.6% | -22.7% | +12.5% |
| 6M | -32.1% | +10.5% | -42.6% | -25.1% |
| YTD | -28.6% | -1.9% | -26.7% | -26.4% |
| 1Y | -36.3% | +16.1% | -52.4% | -24.6% |
| 3Y | -74.4% | -30.2% | -44.2% | -76.6% |
| 5Y | -80.8% | -67.4% | -13.4% | -88.3% |
| 10Y | -99.1% | +31.2% | -130.4% | -97.7% |
| All | -100.0% | +591.4% | -691.4% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling