+102.9%
XLP vs QID
-99.1%
+202.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.6% |
| 7D | -1.4% | -2.7% | +1.3% | -1.9% |
| 30D | -1.3% | +1.8% | -3.1% | -1.0% |
| 3M | +1.8% | -2.2% | +4.0% | +1.7% |
| 6M | -0.8% | -32.1% | +31.3% | -6.8% |
| YTD | +9.5% | -28.6% | +38.1% | +4.0% |
| 1Y | +7.2% | -36.3% | +43.5% | -0.2% |
| 3Y | +27.1% | -74.4% | +101.5% | +2.3% |
| 5Y | +32.0% | -80.8% | +112.8% | +7.1% |
| 10Y | +102.9% | -99.1% | +202.0% | -12.7% |
| All | +102.9% | -99.1% | +202.0% | -12.7% |
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