-53.2%
TE vs QID
-96.1%
+43.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.1% |
| 7D | -4.0% | -0.6% | -3.3% | -4.2% |
| 30D | -15.9% | 0.0% | -15.9% | -15.5% |
| 3M | -60.5% | +3.7% | -64.3% | -57.2% |
| 6M | -35.2% | -29.9% | -5.4% | -40.2% |
| YTD | -31.1% | -28.8% | -2.4% | -35.2% |
| 1Y | +148.6% | -37.2% | +185.8% | +127.2% |
| 3Y | -26.4% | -73.7% | +47.3% | -44.1% |
| 5Y | -48.0% | -80.7% | +32.7% | -61.1% |
| All | -53.2% | -96.1% | +43.0% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling