-99.9%
QID vs XYL
+449.8%
-549.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | -2.1% |
| 7D | -0.6% | -5.0% | +4.4% | -4.9% |
| 30D | 0.0% | -13.2% | +13.2% | -11.4% |
| 3M | +3.7% | -3.7% | +7.4% | +1.0% |
| 6M | -29.9% | -17.7% | -12.2% | -40.0% |
| YTD | -28.8% | -21.5% | -7.3% | -41.2% |
| 1Y | -37.2% | -24.5% | -12.7% | -49.6% |
| 3Y | -73.7% | +6.9% | -80.7% | -67.9% |
| 5Y | -80.7% | -18.1% | -62.7% | -77.1% |
| 10Y | -99.1% | +134.7% | -233.8% | -96.7% |
| All | -99.9% | +449.8% | -549.6% | -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