+229.6%
XLF vs QID
-100.0%
+329.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.2% |
| 7D | +0.2% | -2.7% | +2.9% | -1.1% |
| 30D | -0.5% | +1.8% | -2.3% | +0.4% |
| 3M | +10.6% | -2.2% | +12.8% | +10.3% |
| 6M | +14.3% | -32.1% | +46.4% | -3.2% |
| YTD | +5.5% | -28.6% | +34.1% | -8.0% |
| 1Y | +9.6% | -36.3% | +45.9% | -9.0% |
| 3Y | +75.2% | -74.4% | +149.6% | +2.3% |
| 5Y | +65.5% | -80.8% | +146.3% | -1.9% |
| 10Y | +246.4% | -99.1% | +345.6% | -52.1% |
| All | +229.6% | -100.0% | +329.6% | -90.8% |
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