+566.1%
XYZ vs QID
-99.1%
+665.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.6% | -3.6% |
| 7D | -2.1% | -11.8% | +9.7% | -11.2% |
| 30D | +7.0% | +14.2% | -7.2% | +20.7% |
| 3M | +5.1% | +8.8% | -3.7% | +14.9% |
| 6M | +14.1% | +1.5% | +12.6% | +20.1% |
| YTD | +26.4% | -23.8% | +50.2% | +8.6% |
| 1Y | +25.1% | -22.0% | +47.1% | +10.2% |
| 3Y | +59.7% | -71.9% | +131.6% | -26.6% |
| 5Y | -63.8% | -77.6% | +13.8% | -77.7% |
| All | +566.1% | -99.1% | +665.1% | -21.6% |
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