+124.8%
XRT vs QID
-99.1%
+224.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.5% |
| 7D | -2.4% | -1.9% | -0.5% | -3.1% |
| 30D | -6.9% | +1.7% | -8.7% | -6.3% |
| 3M | -0.4% | -3.9% | +3.5% | -1.1% |
| 6M | +2.2% | -30.0% | +32.2% | -9.1% |
| YTD | -0.7% | -28.2% | +27.5% | -10.5% |
| 1Y | -2.0% | -35.6% | +33.7% | -14.6% |
| 3Y | +41.0% | -74.3% | +115.3% | -5.9% |
| 5Y | -3.3% | -80.8% | +77.5% | -33.0% |
| 10Y | +124.8% | -99.2% | +224.0% | -33.4% |
| All | +124.8% | -99.1% | +224.0% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling