+9,127.5%
QLD vs XEL
+725.4%
+8,402.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +1.0% |
| 7D | +0.6% | -1.0% | +1.5% | +1.4% |
| 30D | -0.1% | -1.9% | +1.8% | +1.4% |
| 3M | -8.4% | -1.9% | -6.5% | -7.9% |
| 6M | +32.2% | -7.4% | +39.7% | +38.4% |
| YTD | +28.9% | +4.1% | +24.8% | +20.7% |
| 1Y | +43.8% | +8.0% | +35.8% | +28.7% |
| 3Y | +176.6% | +48.4% | +128.2% | +69.0% |
| 5Y | +121.6% | +27.2% | +94.3% | +54.9% |
| 10Y | +1,652.9% | +146.8% | +1,506.1% | +454.3% |
| All | +9,127.5% | +725.4% | +8,402.1% | +479.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling