+533.2%
XYZ vs QID
-99.2%
+632.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -1.0% |
| 7D | -1.0% | -0.6% | -0.3% | -1.3% |
| 30D | -1.7% | 0.0% | -1.7% | -1.3% |
| 3M | +16.7% | +3.7% | +13.0% | +23.0% |
| 6M | +26.9% | -29.9% | +56.7% | -0.5% |
| YTD | +27.1% | -28.8% | +55.9% | +2.6% |
| 1Y | +9.3% | -37.2% | +46.4% | -18.9% |
| 3Y | +42.3% | -73.7% | +116.0% | -35.8% |
| 5Y | -69.3% | -80.7% | +11.4% | -82.9% |
| 10Y | +586.8% | -99.1% | +685.9% | -7.1% |
| All | +533.2% | -99.2% | +632.5% | -20.4% |
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 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