+37.6%
XLC vs QID
-80.7%
+118.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.4% |
| 7D | -1.4% | -1.9% | +0.5% | -2.1% |
| 30D | -0.9% | +1.7% | -2.6% | -0.2% |
| 3M | -0.3% | -3.9% | +3.6% | -1.0% |
| 6M | -5.2% | -30.0% | +24.8% | -16.2% |
| YTD | -5.3% | -28.2% | +22.9% | -15.1% |
| 1Y | -2.8% | -35.6% | +32.8% | -16.1% |
| 3Y | +71.2% | -74.3% | +145.5% | +10.2% |
| 5Y | +37.6% | -80.8% | +118.4% | -10.0% |
| All | +37.6% | -80.7% | +118.3% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling