+9.1%
TE vs QID
-71.4%
+80.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.7% | -0.3% |
| 7D | -19.1% | -7.1% | -11.9% | -25.0% |
| 30D | -34.1% | +12.6% | -46.8% | -22.5% |
| 3M | -60.1% | +14.2% | -74.4% | -51.1% |
| 6M | -66.0% | +6.2% | -72.1% | -56.5% |
| YTD | -71.4% | -21.8% | -49.6% | -70.9% |
| 1Y | -45.3% | -23.1% | -22.1% | -43.8% |
| 3Y | +9.1% | -71.3% | +80.5% | +2.4% |
| All | +9.1% | -71.4% | +80.5% | +2.4% |
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