-100.0%
QID vs EXEL
+502.8%
-602.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.4% |
| 7D | -0.6% | +8.4% | -9.0% | +1.8% |
| 30D | 0.0% | +4.1% | -4.1% | +1.4% |
| 3M | +3.7% | +12.4% | -8.7% | +7.8% |
| 6M | -29.9% | +41.5% | -71.4% | -21.3% |
| YTD | -28.8% | +34.6% | -63.4% | -21.0% |
| 1Y | -37.2% | +57.9% | -95.0% | -26.4% |
| 3Y | -73.7% | +159.5% | -233.2% | -62.6% |
| 5Y | -80.7% | +198.5% | -279.2% | -69.5% |
| 10Y | -99.1% | +411.4% | -510.5% | -97.9% |
| All | -100.0% | +502.8% | -602.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling