-99.1%
QID vs EXEL
+320.7%
-419.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.2% |
| 7D | -7.1% | -0.8% | -6.3% | -7.3% |
| 30D | +12.6% | +13.1% | -0.5% | +17.9% |
| 3M | +14.2% | +36.3% | -22.1% | +27.7% |
| 6M | +6.2% | +34.5% | -28.3% | +18.7% |
| YTD | -21.8% | +57.4% | -79.2% | -6.5% |
| 1Y | -23.1% | +62.9% | -86.1% | -6.8% |
| 3Y | -71.3% | +229.5% | -300.8% | -52.4% |
| 5Y | -77.0% | +281.2% | -358.2% | -56.2% |
| All | -99.1% | +320.7% | -419.8% | -97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling