-100.0%
QID vs EXPD
+332.0%
-432.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -4.5% |
| 7D | +9.4% | -7.2% | +16.6% | +3.0% |
| 30D | +31.2% | -3.3% | +34.5% | +28.0% |
| 3M | +17.4% | +3.4% | +14.0% | +21.7% |
| 6M | +8.4% | +22.7% | -14.3% | +31.4% |
| YTD | -15.8% | +24.5% | -40.3% | +4.6% |
| 1Y | -16.3% | +38.6% | -55.0% | +14.8% |
| 3Y | -70.4% | +71.5% | -141.9% | -47.0% |
| 5Y | -74.8% | +56.2% | -131.0% | -50.9% |
| 10Y | -99.0% | +310.5% | -409.5% | -94.0% |
| All | -100.0% | +332.0% | -432.0% | -99.6% |
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