-23.1%
QID vs EL
+23.3%
-46.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.9% |
| 7D | -7.1% | +1.5% | -8.7% | -6.8% |
| 30D | +12.6% | +10.0% | +2.6% | +15.1% |
| 3M | +14.2% | +28.4% | -14.2% | +20.9% |
| 6M | +6.2% | +37.1% | -30.9% | +14.6% |
| YTD | -21.8% | +7.8% | -29.6% | -15.8% |
| 1Y | -23.1% | +26.0% | -49.2% | -12.3% |
| All | -23.1% | +23.3% | -46.4% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling