+1,628.2%
QLD vs XHB
+211.6%
+1,416.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | -0.7% |
| 7D | +0.6% | -1.3% | +1.9% | +1.9% |
| 30D | -0.1% | -6.9% | +6.7% | +7.2% |
| 3M | -8.4% | -1.3% | -7.1% | -8.0% |
| 6M | +32.2% | -6.8% | +39.0% | +40.0% |
| YTD | +28.9% | +0.7% | +28.2% | +24.1% |
| 1Y | +43.8% | -11.2% | +55.1% | +56.7% |
| 3Y | +176.6% | +25.3% | +151.3% | +94.0% |
| 5Y | +121.6% | +37.3% | +84.2% | +45.3% |
| All | +1,628.2% | +211.6% | +1,416.6% | +425.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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