-73.7%
QID vs XME
+132.9%
-206.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | 0.0% |
| 7D | -1.9% | -0.2% | -1.7% | -2.1% |
| 30D | +1.7% | +1.4% | +0.3% | +3.1% |
| 3M | -3.9% | +2.7% | -6.6% | +0.6% |
| 6M | -30.0% | +6.5% | -36.5% | -22.6% |
| YTD | -28.2% | +15.2% | -43.4% | -14.0% |
| 1Y | -35.6% | +43.5% | -79.2% | -4.4% |
| All | -73.7% | +132.9% | -206.6% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling