+293.9%
XLE vs QID
-100.0%
+393.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.4% | -2.1% |
| 7D | -7.9% | -0.8% | -7.1% | -7.8% |
| 30D | -4.8% | +20.1% | -24.9% | +2.5% |
| 3M | +8.4% | +11.8% | -3.5% | +13.6% |
| 6M | +12.7% | +5.5% | +7.1% | +16.0% |
| YTD | +41.3% | -21.5% | +62.8% | +29.8% |
| 1Y | +42.3% | -22.6% | +64.9% | +30.3% |
| 3Y | +65.1% | -72.3% | +137.4% | +6.8% |
| 5Y | +150.2% | -76.9% | +227.1% | +69.1% |
| 10Y | +163.9% | -99.0% | +262.9% | -48.7% |
| All | +293.9% | -100.0% | +393.8% | -79.6% |
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