-73.7%
QID vs EXPD
+69.2%
-142.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +1.1% |
| 7D | -1.9% | +1.2% | -3.1% | -1.4% |
| 30D | +1.7% | +5.2% | -3.5% | +4.4% |
| 3M | -3.9% | +13.2% | -17.1% | +2.6% |
| 6M | -30.0% | +30.3% | -60.3% | -19.6% |
| YTD | -28.2% | +27.0% | -55.2% | -17.8% |
| 1Y | -35.6% | +57.3% | -93.0% | -15.8% |
| All | -73.7% | +69.2% | -142.9% | -58.7% |
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