-22.0%
QID vs XYL
-30.7%
+8.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.0% | -6.8% | -1.0% |
| 7D | +9.8% | +14.5% | -4.7% | +12.4% |
| 30D | +18.9% | -1.3% | +20.2% | +18.9% |
| 3M | +9.6% | -17.0% | +26.6% | +2.4% |
| 6M | -7.8% | -11.3% | +3.5% | -10.0% |
| YTD | -23.3% | -25.0% | +1.6% | -28.3% |
| 1Y | -22.0% | -31.5% | +9.5% | -33.2% |
| All | -22.0% | -30.7% | +8.7% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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