+814.3%
XLY vs QID
-100.0%
+914.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +0.1% |
| 7D | -1.7% | +1.3% | -3.0% | -1.1% |
| 30D | -4.2% | +2.9% | -7.1% | -2.8% |
| 3M | -2.7% | -0.7% | -2.0% | -2.0% |
| 6M | -0.6% | -29.7% | +29.0% | -13.0% |
| YTD | -5.0% | -27.9% | +22.8% | -15.4% |
| 1Y | -4.1% | -34.6% | +30.5% | -17.4% |
| 3Y | +33.6% | -73.5% | +107.1% | -14.2% |
| 5Y | +28.7% | -81.0% | +109.7% | -14.1% |
| 10Y | +219.6% | -99.2% | +318.8% | -29.2% |
| All | +814.3% | -100.0% | +914.3% | -38.1% |
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