-100.0%
QID vs EL
+606.2%
-706.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | +1.7% |
| 7D | -0.6% | +0.8% | -1.4% | 0.0% |
| 30D | 0.0% | +19.8% | -19.8% | +13.6% |
| 3M | +3.7% | +25.7% | -22.0% | +22.7% |
| 6M | -29.9% | +5.4% | -35.3% | -25.1% |
| YTD | -28.8% | +0.2% | -29.0% | -25.5% |
| 1Y | -37.2% | +20.4% | -57.6% | -23.7% |
| 3Y | -73.7% | -32.1% | -41.6% | -76.6% |
| 5Y | -80.7% | -67.2% | -13.6% | -88.3% |
| 10Y | -99.1% | +31.7% | -130.9% | -97.7% |
| All | -100.0% | +606.2% | -706.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling