-73.5%
QID vs EOSE
+42.6%
-116.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.9% |
| 7D | +1.3% | +1.8% | -0.5% | +1.6% |
| 30D | +2.9% | -6.8% | +9.8% | +2.7% |
| 3M | -0.7% | -36.3% | +35.6% | -3.5% |
| 6M | -29.7% | -38.8% | +9.1% | -30.3% |
| YTD | -27.9% | -65.5% | +37.7% | -30.8% |
| 1Y | -34.6% | -45.3% | +10.7% | -33.2% |
| 3Y | -73.5% | +44.2% | -117.7% | -68.4% |
| All | -73.5% | +42.6% | -116.1% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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