+44.0%
XLP vs QID
-76.9%
+120.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.6% |
| 7D | +2.5% | -7.1% | +9.7% | +1.9% |
| 30D | +7.3% | +12.6% | -5.3% | +8.5% |
| 3M | +8.1% | +14.2% | -6.2% | +9.5% |
| 6M | +10.5% | +6.2% | +4.3% | +11.3% |
| YTD | +21.2% | -21.8% | +43.0% | +18.4% |
| 1Y | +22.7% | -23.1% | +45.8% | +19.7% |
| 3Y | +44.8% | -71.3% | +116.1% | +26.1% |
| All | +44.0% | -76.9% | +120.9% | +22.0% |
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