-5.8%
XLC vs QID
-21.1%
+15.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.2% |
| 7D | +1.8% | +9.8% | -8.0% | +3.3% |
| 30D | -6.0% | +18.9% | -24.9% | -3.3% |
| 3M | -6.0% | +9.6% | -15.6% | -4.4% |
| 6M | -9.1% | -7.8% | -1.3% | -10.3% |
| YTD | -10.0% | -23.3% | +13.3% | -15.2% |
| 1Y | -5.8% | -22.0% | +16.2% | -10.6% |
| All | -5.8% | -21.1% | +15.3% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling