-99.1%
QID vs XYL
+150.5%
-249.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.4% |
| 7D | +1.3% | +1.2% | +0.1% | +2.4% |
| 30D | +2.9% | -11.9% | +14.9% | -8.2% |
| 3M | -0.7% | -1.5% | +0.8% | -1.7% |
| 6M | -29.7% | -11.9% | -17.8% | -36.6% |
| YTD | -27.9% | -20.6% | -7.3% | -40.6% |
| 1Y | -34.6% | -23.5% | -11.1% | -47.7% |
| 3Y | -73.5% | +14.9% | -88.4% | -64.9% |
| 5Y | -81.0% | -15.3% | -65.7% | -76.4% |
| All | -99.1% | +150.5% | -249.6% | -96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling