-99.0%
QID vs EXPD
+334.2%
-433.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.7% | -9.5% | -4.5% |
| 7D | -0.8% | -5.5% | +4.7% | -5.0% |
| 30D | +20.1% | -1.9% | +22.0% | +18.8% |
| 3M | +11.8% | +6.1% | +5.7% | +18.8% |
| 6M | +5.5% | +21.6% | -16.1% | +27.3% |
| YTD | -21.5% | +27.9% | -49.4% | +0.3% |
| 1Y | -22.6% | +39.4% | -62.0% | +7.9% |
| 3Y | -72.3% | +72.7% | -145.0% | -48.2% |
| 5Y | -76.9% | +60.3% | -137.2% | -51.8% |
| 10Y | -99.0% | +332.6% | -431.6% | -94.0% |
| All | -99.0% | +334.2% | -433.2% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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