-80.8%
QID vs EL
-68.4%
-12.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | -0.8% |
| 7D | -1.9% | -2.4% | +0.4% | -3.0% |
| 30D | +1.7% | +13.7% | -12.0% | +8.4% |
| 3M | -3.9% | +14.5% | -18.4% | +3.4% |
| 6M | -30.0% | +7.4% | -37.4% | -25.7% |
| YTD | -28.2% | -4.7% | -23.5% | -27.0% |
| 1Y | -35.6% | +12.9% | -48.6% | -27.4% |
| 3Y | -74.3% | -32.2% | -42.0% | -76.4% |
| 5Y | -80.8% | -68.4% | -12.4% | -89.4% |
| All | -80.8% | -68.4% | -12.4% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling