-73.7%
QID vs XYL
+16.4%
-90.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | -0.4% |
| 7D | -1.9% | +0.8% | -2.8% | -1.2% |
| 30D | +1.7% | -10.8% | +12.6% | -7.1% |
| 3M | -3.9% | -2.5% | -1.4% | -4.8% |
| 6M | -30.0% | -12.2% | -17.8% | -36.1% |
| YTD | -28.2% | -20.1% | -8.1% | -39.3% |
| 1Y | -35.6% | -20.6% | -15.0% | -45.6% |
| All | -73.7% | +16.4% | -90.1% | -65.3% |
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 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