+65.0%
XLF vs QID
-80.2%
+145.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | +0.3% |
| 7D | -2.9% | +2.7% | -5.6% | -2.2% |
| 30D | -1.6% | +3.3% | -4.9% | -0.7% |
| 3M | +9.3% | -5.5% | +14.8% | +8.2% |
| 6M | +14.6% | -28.4% | +43.0% | +5.7% |
| YTD | +4.7% | -26.6% | +31.3% | -2.3% |
| 1Y | +8.6% | -34.1% | +42.8% | -1.3% |
| 3Y | +73.9% | -73.7% | +147.5% | +29.4% |
| 5Y | +65.0% | -80.7% | +145.7% | +20.5% |
| All | +65.0% | -80.2% | +145.2% | +20.5% |
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