+418.9%
XLU vs QID
-100.0%
+518.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -0.5% |
| 7D | -1.2% | +2.7% | -3.9% | -0.6% |
| 30D | -2.5% | +3.3% | -5.9% | -1.8% |
| 3M | -2.7% | -5.5% | +2.8% | -3.5% |
| 6M | -7.5% | -28.4% | +21.0% | -13.3% |
| YTD | +0.9% | -26.6% | +27.5% | -4.8% |
| 1Y | +3.3% | -34.1% | +37.4% | -4.5% |
| 3Y | +47.3% | -73.7% | +121.0% | +14.9% |
| 5Y | +44.4% | -80.7% | +125.1% | +12.4% |
| 10Y | +140.8% | -99.1% | +239.9% | -2.3% |
| All | +418.9% | -100.0% | +518.9% | +0.3% |
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