-19.1%
TE vs QID
-73.9%
+54.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -2.5% |
| 7D | +15.0% | -1.9% | +16.9% | +12.9% |
| 30D | -7.5% | +1.7% | -9.2% | -5.3% |
| 3M | -42.0% | -3.9% | -38.1% | -39.1% |
| 6M | -31.4% | -30.0% | -1.4% | -42.0% |
| YTD | -26.5% | -28.2% | +1.7% | -35.0% |
| 1Y | +153.1% | -35.6% | +188.7% | +113.2% |
| All | -19.1% | -73.9% | +54.8% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling