+534.2%
XRT vs QID
-100.0%
+634.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +0.8% |
| 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% | +7.9% |
| 6M | +2.4% | -29.9% | +32.3% | -10.4% |
| YTD | +3.2% | -28.8% | +32.0% | -8.8% |
| 1Y | +1.5% | -37.2% | +38.7% | -14.3% |
| 3Y | +40.6% | -73.7% | +114.3% | -11.1% |
| 5Y | -1.0% | -80.7% | +79.8% | -34.7% |
| 10Y | +128.4% | -99.1% | +227.5% | -52.8% |
| All | +534.2% | -100.0% | +634.1% | -64.2% |
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