-53.1%
TE vs QID
-96.1%
+43.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.4% | -0.3% |
| 7D | +0.2% | +1.3% | -1.1% | +1.0% |
| 30D | -5.9% | +2.9% | -8.9% | -3.9% |
| 3M | -45.6% | -0.7% | -44.9% | -43.1% |
| 6M | -43.4% | -29.7% | -13.7% | -47.6% |
| YTD | -31.0% | -27.9% | -3.1% | -34.5% |
| 1Y | +145.2% | -34.6% | +179.8% | +128.5% |
| 3Y | -24.1% | -73.5% | +49.5% | -42.0% |
| 5Y | -48.1% | -81.0% | +32.9% | -61.0% |
| All | -53.1% | -96.1% | +43.0% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling