-100.0%
QID vs EL
+659.8%
-759.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +3.4% |
| 7D | -7.1% | +1.5% | -8.7% | -6.1% |
| 30D | +12.6% | +10.0% | +2.6% | +20.9% |
| 3M | +14.2% | +28.4% | -14.2% | +37.1% |
| 6M | +6.2% | +37.1% | -30.9% | +34.7% |
| YTD | -21.8% | +7.8% | -29.6% | -13.3% |
| 1Y | -23.1% | +26.0% | -49.2% | -4.1% |
| 3Y | -71.3% | +3.8% | -75.1% | -63.8% |
| 5Y | -77.0% | -65.2% | -11.8% | -85.4% |
| 10Y | -99.0% | +62.1% | -161.2% | -97.0% |
| All | -100.0% | +659.8% | -759.8% | -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