-71.3%
QID vs XPO
+133.2%
-204.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +3.5% |
| 7D | -7.1% | +9.0% | -16.1% | -3.6% |
| 30D | +12.6% | +4.2% | +8.5% | +15.2% |
| 3M | +14.2% | -8.7% | +22.9% | +11.0% |
| 6M | +6.2% | -2.8% | +8.9% | +7.0% |
| YTD | -21.8% | +41.9% | -63.7% | -5.4% |
| 1Y | -23.1% | +42.3% | -65.5% | -6.5% |
| 3Y | -71.3% | +127.3% | -198.6% | -52.4% |
| All | -71.3% | +133.2% | -204.5% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling