+427.3%
XLB vs QID
-100.0%
+527.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | +0.8% |
| 7D | +0.5% | -7.1% | +7.7% | -2.2% |
| 30D | +5.2% | +12.6% | -7.5% | +10.9% |
| 3M | +0.3% | +14.2% | -13.9% | +6.6% |
| 6M | +1.2% | +6.2% | -5.0% | +5.6% |
| YTD | +16.6% | -21.8% | +38.4% | +8.9% |
| 1Y | +21.4% | -23.1% | +44.6% | +12.8% |
| 3Y | +43.2% | -71.3% | +114.5% | -4.0% |
| 5Y | +28.0% | -77.0% | +105.0% | -9.7% |
| 10Y | +164.8% | -99.0% | +263.8% | -43.8% |
| All | +427.3% | -100.0% | +527.3% | -68.6% |
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