-100.0%
QID vs XME
+218.3%
-318.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.2% |
| 7D | -0.6% | -0.1% | -0.5% | -0.7% |
| 30D | 0.0% | +6.0% | -6.0% | +4.7% |
| 3M | +3.7% | -7.7% | +11.5% | +0.8% |
| 6M | -29.9% | +1.0% | -30.8% | -25.8% |
| YTD | -28.8% | +14.6% | -43.4% | -16.6% |
| 1Y | -37.2% | +46.0% | -83.1% | -10.9% |
| 3Y | -73.7% | +127.0% | -200.7% | -42.6% |
| 5Y | -80.7% | +175.8% | -256.6% | -43.2% |
| 10Y | -99.1% | +414.6% | -513.8% | -94.3% |
| All | -100.0% | +218.3% | -318.3% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling