-71.3%
QID vs XYL
-0.5%
-70.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.7% |
| 7D | -7.1% | -3.7% | -3.4% | -9.2% |
| 30D | +12.6% | -8.3% | +21.0% | +6.7% |
| 3M | +14.2% | -21.4% | +35.7% | -4.0% |
| 6M | +6.2% | -12.9% | +19.1% | -1.8% |
| YTD | -21.8% | -30.1% | +8.3% | -39.5% |
| 1Y | -23.1% | -35.2% | +12.0% | -44.8% |
| 3Y | -71.3% | -0.8% | -70.6% | -67.1% |
| All | -71.3% | -0.5% | -70.9% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling