-91.3%
QID vs EOSE
-58.6%
-32.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.1% |
| 7D | -1.9% | +15.0% | -16.9% | -0.1% |
| 30D | +1.7% | +2.5% | -0.8% | +2.7% |
| 3M | -3.9% | -33.7% | +29.8% | -6.4% |
| 6M | -30.0% | -32.7% | +2.8% | -29.9% |
| YTD | -28.2% | -63.8% | +35.6% | -31.3% |
| 1Y | -35.6% | -40.5% | +4.9% | -33.1% |
| 3Y | -74.3% | +50.4% | -124.6% | -65.9% |
| 5Y | -80.8% | -68.6% | -12.3% | -71.1% |
| All | -91.3% | -58.6% | -32.6% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling