-100.0%
QID vs EXPD
+341.8%
-441.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | +0.4% |
| 7D | -0.6% | -1.1% | +0.5% | -1.6% |
| 30D | 0.0% | +4.1% | -4.1% | +3.7% |
| 3M | +3.7% | +17.9% | -14.2% | +20.6% |
| 6M | -29.9% | +29.2% | -59.1% | -11.3% |
| YTD | -28.8% | +27.4% | -56.1% | -10.2% |
| 1Y | -37.2% | +56.8% | -94.0% | -4.2% |
| 3Y | -73.7% | +68.0% | -141.8% | -53.7% |
| 5Y | -80.7% | +61.9% | -142.6% | -61.3% |
| 10Y | -99.1% | +316.0% | -415.1% | -94.6% |
| All | -100.0% | +341.8% | -441.8% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling