-100.0%
QID vs EL
+663.8%
-763.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -5.3% |
| 7D | -1.1% | +0.3% | -1.4% | -0.5% |
| 30D | +14.4% | +12.3% | +2.1% | +24.5% |
| 3M | +6.7% | +28.4% | -21.7% | +28.0% |
| 6M | +2.6% | +36.7% | -34.2% | +29.9% |
| YTD | -24.2% | +8.4% | -32.6% | -15.6% |
| 1Y | -22.3% | +25.4% | -47.7% | -3.3% |
| 3Y | -72.0% | +3.4% | -75.5% | -64.8% |
| 5Y | -78.2% | -64.8% | -13.4% | -86.0% |
| 10Y | -99.1% | +63.0% | -162.0% | -97.1% |
| All | -100.0% | +663.8% | -763.7% | -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