+46.5%
XRT vs QID
-74.6%
+121.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +0.9% |
| 7D | +0.8% | -0.6% | +1.4% | +0.6% |
| 30D | -4.2% | 0.0% | -4.2% | -4.1% |
| 3M | +5.1% | +3.7% | +1.4% | +7.4% |
| 6M | +2.4% | -29.9% | +32.3% | -7.5% |
| YTD | +3.2% | -28.8% | +32.0% | -6.0% |
| 1Y | +1.5% | -37.2% | +38.7% | -10.7% |
| All | +46.5% | -74.6% | +121.1% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling