+154.7%
QLD vs XEL
+50.3%
+104.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.9% |
| 7D | -1.4% | +1.1% | -2.5% | -1.4% |
| 30D | -19.6% | +8.7% | -28.2% | -19.1% |
| 3M | -14.1% | +3.5% | -17.7% | -13.9% |
| 6M | -13.6% | +2.6% | -16.2% | -13.4% |
| YTD | +12.5% | +11.1% | +1.5% | +13.1% |
| 1Y | +13.1% | +2.2% | +11.0% | +13.6% |
| 3Y | +154.7% | +51.1% | +103.6% | +166.3% |
| All | +154.7% | +50.3% | +104.5% | +166.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling