+121.0%
QLD vs XEL
+28.0%
+93.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +0.6% | -1.0% | +1.5% | +0.8% |
| 30D | -0.1% | -1.9% | +1.8% | +0.4% |
| 3M | -8.4% | -1.9% | -6.5% | -8.2% |
| 6M | +32.2% | -7.4% | +39.7% | +34.7% |
| YTD | +28.9% | +4.1% | +24.8% | +25.6% |
| 1Y | +43.8% | +8.0% | +35.8% | +37.6% |
| 3Y | +176.6% | +48.4% | +128.2% | +121.6% |
| All | +121.0% | +28.0% | +93.0% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling