+542.1%
XLP vs QID
-100.0%
+642.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.3% |
| 7D | -0.2% | -11.8% | +11.6% | -2.6% |
| 30D | +8.2% | +14.2% | -6.1% | +11.3% |
| 3M | +7.7% | +8.8% | -1.0% | +9.9% |
| 6M | +9.3% | +1.5% | +7.8% | +10.3% |
| YTD | +19.5% | -23.8% | +43.3% | +14.1% |
| 1Y | +21.0% | -22.0% | +43.0% | +16.2% |
| 3Y | +43.2% | -71.9% | +115.1% | +14.2% |
| 5Y | +42.7% | -77.6% | +120.3% | +16.1% |
| 10Y | +135.7% | -99.1% | +234.8% | +3.2% |
| All | +542.1% | -100.0% | +642.0% | +50.1% |
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