-70.4%
QID vs EXPD
+68.8%
-139.2%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -3.6% |
| 7D | +9.4% | -7.2% | +16.6% | +5.9% |
| 30D | +31.2% | -3.3% | +34.5% | +29.5% |
| 3M | +17.4% | +3.4% | +14.0% | +19.7% |
| 6M | +8.4% | +22.7% | -14.3% | +20.3% |
| YTD | -15.8% | +24.5% | -40.3% | -4.7% |
| 1Y | -16.3% | +38.6% | -55.0% | +1.0% |
| 3Y | -70.4% | +71.5% | -141.9% | -56.1% |
| All | -70.4% | +68.8% | -139.2% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling