-37.2%
QID vs XYL
-23.4%
-13.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | -1.3% |
| 7D | -0.6% | -5.0% | +4.4% | -2.8% |
| 30D | 0.0% | -13.2% | +13.2% | -6.0% |
| 3M | +3.7% | -3.7% | +7.4% | +4.0% |
| 6M | -29.9% | -17.7% | -12.2% | -34.4% |
| YTD | -28.8% | -21.5% | -7.3% | -33.8% |
| 1Y | -37.2% | -24.5% | -12.7% | -44.3% |
| All | -37.2% | -23.4% | -13.8% | -44.3% |
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