-73.7%
QID vs EXEL
+164.8%
-238.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.7% |
| 7D | -1.9% | -0.3% | -1.6% | -2.0% |
| 30D | +1.7% | +10.1% | -8.4% | +3.3% |
| 3M | -3.9% | +10.1% | -14.0% | -2.2% |
| 6M | -30.0% | +37.7% | -67.7% | -25.7% |
| YTD | -28.2% | +33.1% | -61.3% | -24.0% |
| 1Y | -35.6% | +52.4% | -88.0% | -30.3% |
| All | -73.7% | +164.8% | -238.4% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling