-73.5%
QID vs EVRG
+72.5%
-146.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +2.9% | -1.2% | +4.2% | +2.9% |
| 3M | -0.7% | -0.6% | -0.1% | -0.6% |
| 6M | -29.7% | +2.4% | -32.1% | -29.4% |
| YTD | -27.9% | +15.5% | -43.3% | -26.6% |
| 1Y | -34.6% | +16.8% | -51.4% | -33.3% |
| 3Y | -73.5% | +75.0% | -148.5% | -71.6% |
| All | -73.5% | +72.5% | -146.0% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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