-100.0%
QID vs EVRG
+743.5%
-843.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +1.0% |
| 7D | -2.7% | +0.9% | -3.6% | -2.0% |
| 30D | +1.8% | -0.5% | +2.3% | +1.3% |
| 3M | -2.2% | +1.5% | -3.7% | -1.2% |
| 6M | -32.1% | +1.2% | -33.3% | -31.8% |
| YTD | -28.6% | +16.3% | -44.9% | -18.9% |
| 1Y | -36.3% | +20.3% | -56.6% | -25.4% |
| 3Y | -74.4% | +72.3% | -146.7% | -58.1% |
| 5Y | -80.8% | +46.7% | -127.5% | -71.0% |
| 10Y | -99.1% | +113.8% | -212.9% | -97.5% |
| All | -100.0% | +743.5% | -843.5% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling