-22.0%
QID vs EXEL
+92.4%
-114.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.7% |
| 7D | +9.8% | +9.8% | 0.0% | +11.5% |
| 30D | +18.9% | +23.6% | -4.7% | +23.7% |
| 3M | +9.6% | +29.9% | -20.3% | +15.4% |
| 6M | -7.8% | +64.7% | -72.5% | +4.8% |
| YTD | -23.3% | +66.0% | -89.3% | -11.1% |
| 1Y | -22.0% | +92.0% | -114.0% | -5.1% |
| All | -22.0% | +92.4% | -114.4% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling