+212.4%
NXPI vs QID
-99.0%
+311.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | +0.7% |
| 7D | +6.8% | -7.1% | +13.9% | +2.5% |
| 30D | +20.0% | +12.6% | +7.4% | +30.9% |
| 3M | +14.8% | +14.2% | +0.6% | +27.1% |
| 6M | -10.5% | +6.2% | -16.6% | -1.5% |
| YTD | +23.7% | -21.8% | +45.5% | +16.2% |
| 1Y | +34.1% | -23.1% | +57.2% | +25.4% |
| 3Y | +51.2% | -71.3% | +122.6% | -4.8% |
| 5Y | +33.4% | -77.0% | +110.4% | -4.4% |
| All | +212.4% | -99.0% | +311.5% | -11.9% |
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