+580.0%
XYZ vs QID
-99.1%
+679.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.0% |
| 7D | +2.9% | -2.7% | +5.6% | +0.6% |
| 30D | +1.4% | +1.8% | -0.4% | +3.3% |
| 3M | +14.6% | -2.2% | +16.7% | +14.6% |
| 6M | +20.8% | -32.1% | +52.9% | -8.5% |
| YTD | +23.1% | -28.6% | +51.6% | -1.1% |
| 1Y | +5.6% | -36.3% | +42.0% | -21.4% |
| 3Y | +50.9% | -74.4% | +125.3% | -35.2% |
| 5Y | -68.6% | -80.8% | +12.2% | -82.8% |
| 10Y | +580.0% | -99.1% | +679.1% | -18.5% |
| All | +580.0% | -99.1% | +679.1% | -18.5% |
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 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