+543.4%
XLP vs QID
-100.0%
+643.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.7% | -13.5% | +1.7% |
| 7D | +3.5% | +20.2% | -16.7% | +7.4% |
| 30D | +11.6% | +35.3% | -23.8% | +18.6% |
| 3M | +7.6% | +21.3% | -13.7% | +12.1% |
| 6M | +10.0% | +6.7% | +3.3% | +11.9% |
| YTD | +19.7% | -13.6% | +33.3% | +17.1% |
| 1Y | +23.5% | -11.0% | +34.4% | +21.6% |
| 3Y | +44.0% | -69.8% | +113.8% | +16.1% |
| 5Y | +42.7% | -74.1% | +116.8% | +19.4% |
| 10Y | +131.3% | -99.0% | +230.3% | +2.7% |
| All | +543.4% | -100.0% | +643.4% | +54.0% |
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 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