+82.1%
QLD vs XHB
+28.9%
+53.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -3.2% |
| 7D | +7.0% | -0.2% | +7.2% | +7.3% |
| 30D | -14.3% | +9.9% | -24.3% | -22.6% |
| 3M | -16.0% | -6.3% | -9.7% | -11.3% |
| 6M | -14.2% | +3.8% | -18.1% | -19.0% |
| YTD | +12.8% | +0.1% | +12.6% | +8.1% |
| 1Y | +14.1% | -0.8% | +14.9% | +9.9% |
| 3Y | +146.0% | +35.6% | +110.4% | +44.8% |
| All | +82.1% | +28.9% | +53.2% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling