+72.6%
XYZ vs QID
-70.5%
+143.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.3% | +0.2% |
| 7D | +12.1% | +9.4% | +2.7% | +19.1% |
| 30D | +12.4% | +31.2% | -18.9% | +33.7% |
| 3M | +8.2% | +17.4% | -9.2% | +21.0% |
| 6M | +20.7% | +8.4% | +12.3% | +30.8% |
| YTD | +31.3% | -15.8% | +47.1% | +23.7% |
| 1Y | +20.5% | -16.3% | +36.8% | +13.8% |
| 3Y | +72.6% | -70.4% | +143.0% | +1.5% |
| All | +72.6% | -70.5% | +143.1% | +1.5% |
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 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