+544.8%
XLP vs QID
-100.0%
+644.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | -0.4% |
| 7D | -0.5% | -1.1% | +0.6% | -0.5% |
| 30D | +8.3% | +14.4% | -6.1% | +11.5% |
| 3M | +8.7% | +6.7% | +2.0% | +10.4% |
| 6M | +11.2% | +2.6% | +8.6% | +12.4% |
| YTD | +20.0% | -24.2% | +44.2% | +14.5% |
| 1Y | +21.3% | -22.3% | +43.6% | +16.5% |
| 3Y | +43.8% | -72.0% | +115.9% | +14.5% |
| 5Y | +43.3% | -78.2% | +121.5% | +15.9% |
| 10Y | +136.8% | -99.1% | +235.8% | +3.5% |
| All | +544.8% | -100.0% | +644.8% | +50.6% |
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