-80.7%
QID vs EXEL
+192.6%
-273.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.9% | +1.8% |
| 7D | +2.7% | -2.9% | +5.6% | +1.8% |
| 30D | +3.3% | +11.9% | -8.6% | +7.2% |
| 3M | -5.5% | +9.2% | -14.8% | -2.4% |
| 6M | -28.4% | +39.1% | -67.5% | -19.0% |
| YTD | -26.6% | +31.0% | -57.6% | -18.2% |
| 1Y | -34.1% | +52.3% | -86.5% | -22.1% |
| 3Y | -73.7% | +159.7% | -233.4% | -58.8% |
| 5Y | -80.7% | +187.7% | -268.4% | -60.6% |
| All | -80.7% | +192.6% | -273.2% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling