+61.1%
XRT vs QID
-72.3%
+133.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | -1.4% |
| 7D | -1.4% | -1.1% | -0.3% | -1.4% |
| 30D | +9.8% | +14.4% | -4.6% | +14.7% |
| 3M | +3.3% | +6.7% | -3.4% | +5.9% |
| 6M | +13.6% | +2.6% | +11.0% | +16.1% |
| YTD | +9.1% | -24.2% | +33.2% | +1.7% |
| 1Y | +15.1% | -22.3% | +37.4% | +8.5% |
| All | +61.1% | -72.3% | +133.3% | +11.4% |
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 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