-63.9%
XYZ vs QID
-74.8%
+10.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.3% | -0.3% |
| 7D | +12.1% | +9.4% | +2.7% | +21.5% |
| 30D | +12.4% | +31.2% | -18.9% | +41.8% |
| 3M | +8.2% | +17.4% | -9.2% | +25.4% |
| 6M | +20.7% | +8.4% | +12.3% | +33.6% |
| YTD | +31.3% | -15.8% | +47.1% | +20.8% |
| 1Y | +20.5% | -16.3% | +36.8% | +11.0% |
| 3Y | +72.6% | -70.4% | +143.0% | -24.3% |
| All | -63.9% | -74.8% | +10.9% | -77.4% |
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