-0.7%
XRT vs QID
-80.7%
+79.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.0% |
| 7D | -0.3% | -2.7% | +2.5% | -1.3% |
| 30D | -5.6% | +1.8% | -7.4% | -4.9% |
| 3M | +2.5% | -2.2% | +4.7% | +2.5% |
| 6M | +3.7% | -32.1% | +35.8% | -9.7% |
| YTD | +1.0% | -28.6% | +29.5% | -9.8% |
| 1Y | -1.2% | -36.3% | +35.1% | -15.2% |
| 3Y | +43.4% | -74.4% | +117.8% | -8.8% |
| 5Y | -0.7% | -80.8% | +80.0% | -34.5% |
| All | -0.7% | -80.7% | +79.9% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling