+673.7%
XLV vs QID
-100.0%
+773.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.7% |
| 7D | -3.6% | +1.3% | -4.8% | -3.2% |
| 30D | -1.8% | +2.9% | -4.8% | -1.0% |
| 3M | +7.8% | -0.7% | +8.5% | +7.9% |
| 6M | +9.1% | -29.7% | +38.8% | -0.1% |
| YTD | +7.7% | -27.9% | +35.6% | -0.5% |
| 1Y | +20.4% | -34.6% | +55.0% | +8.7% |
| 3Y | +30.8% | -73.5% | +104.3% | -4.2% |
| 5Y | +34.6% | -81.0% | +115.6% | -1.8% |
| 10Y | +173.4% | -99.2% | +272.5% | -8.4% |
| All | +673.7% | -100.0% | +773.7% | +23.0% |
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