-77.0%
QID vs EXPD
+60.9%
-137.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.3% |
| 7D | -7.1% | +5.5% | -12.7% | -3.1% |
| 30D | +12.6% | -0.8% | +13.4% | +12.7% |
| 3M | +14.2% | +4.1% | +10.1% | +18.7% |
| 6M | +6.2% | +25.7% | -19.5% | +28.0% |
| YTD | -21.8% | +31.4% | -53.2% | -1.0% |
| 1Y | -23.1% | +42.2% | -65.3% | +4.4% |
| 3Y | -71.3% | +77.2% | -148.5% | -47.7% |
| All | -77.0% | +60.9% | -137.9% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling