-99.1%
QID vs XME
+421.4%
-520.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -2.5% |
| 7D | +1.3% | -4.2% | +5.5% | -1.9% |
| 30D | +2.9% | -2.7% | +5.7% | +1.3% |
| 3M | -0.7% | -3.9% | +3.2% | -1.7% |
| 6M | -29.7% | -1.0% | -28.7% | -26.6% |
| YTD | -27.9% | +9.8% | -37.7% | -17.4% |
| 1Y | -34.6% | +32.5% | -67.1% | -11.7% |
| 3Y | -73.5% | +124.3% | -197.9% | -39.3% |
| 5Y | -81.0% | +165.8% | -246.8% | -41.9% |
| All | -99.1% | +421.4% | -520.5% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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