+124.6%
XLP vs QID
-99.0%
+223.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -1.7% |
| 7D | +0.7% | +9.4% | -8.7% | +2.3% |
| 30D | +10.3% | +31.2% | -21.0% | +15.2% |
| 3M | +6.5% | +17.4% | -10.9% | +9.5% |
| 6M | +8.4% | +8.4% | 0.0% | +10.1% |
| YTD | +18.2% | -15.8% | +34.0% | +15.4% |
| 1Y | +22.4% | -16.3% | +38.8% | +19.5% |
| 3Y | +41.9% | -70.4% | +112.3% | +16.8% |
| 5Y | +40.9% | -74.8% | +115.6% | +20.3% |
| All | +124.6% | -99.0% | +223.6% | +3.3% |
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