+158.8%
XLB vs QID
-99.1%
+258.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -0.5% |
| 7D | -3.5% | +2.7% | -6.3% | -2.7% |
| 30D | -4.7% | +3.3% | -8.0% | -3.6% |
| 3M | +2.7% | -5.5% | +8.2% | +1.6% |
| 6M | +2.6% | -28.4% | +31.0% | -6.2% |
| YTD | +12.8% | -26.6% | +39.4% | +4.4% |
| 1Y | +14.0% | -34.1% | +48.1% | +2.4% |
| 3Y | +31.5% | -73.7% | +105.2% | -6.2% |
| 5Y | +33.4% | -80.7% | +114.1% | -3.5% |
| All | +158.8% | -99.1% | +258.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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