+181.3%
XLE vs QID
-99.1%
+280.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +1.0% |
| 7D | +0.3% | -1.9% | +2.2% | -0.2% |
| 30D | +8.5% | +1.7% | +6.8% | +9.0% |
| 3M | +14.6% | -3.9% | +18.5% | +13.7% |
| 6M | +17.6% | -30.0% | +47.5% | +7.3% |
| YTD | +48.1% | -28.2% | +76.3% | +36.4% |
| 1Y | +53.8% | -35.6% | +89.4% | +37.8% |
| 3Y | +56.2% | -74.3% | +130.5% | +13.4% |
| 5Y | +227.7% | -80.8% | +308.5% | +140.1% |
| 10Y | +181.3% | -99.2% | +280.5% | -10.7% |
| All | +181.3% | -99.1% | +280.4% | -10.7% |
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