+1,646.5%
QLD vs XEL
+147.3%
+1,499.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -1.1% |
| 7D | +3.0% | +1.3% | +1.7% | +2.2% |
| 30D | -1.8% | -1.5% | -0.3% | -1.0% |
| 3M | -1.8% | -0.2% | -1.6% | -2.3% |
| 6M | +36.9% | -5.4% | +42.3% | +39.7% |
| YTD | +28.7% | +5.6% | +23.0% | +22.0% |
| 1Y | +41.9% | +10.5% | +31.4% | +29.8% |
| 3Y | +184.2% | +49.2% | +135.0% | +100.3% |
| 5Y | +122.1% | +30.1% | +92.0% | +73.7% |
| 10Y | +1,646.5% | +146.7% | +1,499.8% | +968.5% |
| All | +1,646.5% | +147.3% | +1,499.2% | +968.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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