+304.9%
XLE vs QID
-100.0%
+404.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -1.0% |
| 7D | +2.2% | -0.6% | +2.8% | +2.0% |
| 30D | +11.8% | 0.0% | +11.8% | +11.8% |
| 3M | +9.8% | +3.7% | +6.1% | +11.9% |
| 6M | +15.6% | -29.9% | +45.4% | +1.1% |
| YTD | +45.3% | -28.8% | +74.0% | +28.1% |
| 1Y | +48.3% | -37.2% | +85.5% | +25.0% |
| 3Y | +55.4% | -73.7% | +129.2% | -1.4% |
| 5Y | +216.1% | -80.7% | +296.8% | +97.6% |
| 10Y | +178.4% | -99.1% | +277.5% | -48.5% |
| All | +304.9% | -100.0% | +404.9% | -79.8% |
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