+427.0%
XLB vs QID
-100.0%
+527.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.5% |
| 7D | -1.4% | -0.6% | -0.8% | -1.6% |
| 30D | -0.4% | 0.0% | -0.4% | -0.3% |
| 3M | +2.0% | +3.7% | -1.8% | +4.6% |
| 6M | +1.8% | -29.9% | +31.7% | -10.0% |
| YTD | +16.6% | -28.8% | +45.4% | +4.1% |
| 1Y | +16.9% | -37.2% | +54.1% | -0.2% |
| 3Y | +32.6% | -73.7% | +106.3% | -14.3% |
| 5Y | +35.6% | -80.7% | +116.4% | -11.4% |
| 10Y | +160.0% | -99.1% | +259.1% | -46.9% |
| All | +427.0% | -100.0% | +527.0% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling