-22.0%
QID vs XPO
+38.8%
-60.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -2.3% |
| 7D | +9.8% | +3.5% | +6.3% | +10.8% |
| 30D | +18.9% | +2.8% | +16.1% | +19.9% |
| 3M | +9.6% | -7.5% | +17.1% | +7.1% |
| 6M | -7.8% | -5.9% | -1.9% | -8.8% |
| YTD | -23.3% | +38.4% | -61.7% | -16.6% |
| 1Y | -22.0% | +33.7% | -55.7% | -15.7% |
| All | -22.0% | +38.8% | -60.8% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 1y: compounded portfolio wealth divided by compounded XPO 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…
1y analysis · Full analysis span regression · 6 months rolling