-73.7%
QID vs EL
-32.9%
-40.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | -0.3% |
| 7D | -1.9% | -2.4% | +0.4% | -2.5% |
| 30D | +1.7% | +13.7% | -12.0% | +5.7% |
| 3M | -3.9% | +14.5% | -18.4% | +0.5% |
| 6M | -30.0% | +7.4% | -37.4% | -27.0% |
| YTD | -28.2% | -4.7% | -23.5% | -26.9% |
| 1Y | -35.6% | +12.9% | -48.6% | -30.3% |
| All | -73.7% | -32.9% | -40.8% | -71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling