-99.9%
QID vs XYL
+389.9%
-489.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.7% |
| 7D | -7.1% | -3.7% | -3.4% | -10.0% |
| 30D | +12.6% | -8.3% | +21.0% | +4.3% |
| 3M | +14.2% | -21.4% | +35.7% | -7.1% |
| 6M | +6.2% | -12.9% | +19.1% | -5.1% |
| YTD | -21.8% | -30.1% | +8.3% | -41.6% |
| 1Y | -23.1% | -35.2% | +12.0% | -46.2% |
| 3Y | -71.3% | -0.8% | -70.6% | -67.5% |
| 5Y | -77.0% | -23.2% | -53.8% | -74.3% |
| 10Y | -99.0% | +101.2% | -200.3% | -96.9% |
| All | -99.9% | +389.9% | -489.8% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling