+136.0%
XLC vs QID
-97.6%
+233.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.6% | +2.1% |
| 7D | +3.7% | -7.1% | +10.9% | +0.9% |
| 30D | -1.9% | +12.6% | -14.6% | +3.5% |
| 3M | -3.1% | +14.2% | -17.4% | +3.1% |
| 6M | -6.4% | +6.2% | -12.5% | -2.3% |
| YTD | -6.8% | -21.8% | +15.0% | -13.3% |
| 1Y | -1.7% | -23.1% | +21.4% | -9.0% |
| 3Y | +64.7% | -71.3% | +136.0% | +10.0% |
| 5Y | +41.1% | -77.0% | +118.1% | +1.8% |
| All | +136.0% | -97.6% | +233.6% | -17.3% |
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