+9,127.5%
QLD vs XHB
+282.4%
+8,845.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | -0.5% |
| 7D | +0.6% | -1.3% | +1.9% | +1.8% |
| 30D | -0.1% | -6.9% | +6.7% | +6.4% |
| 3M | -8.4% | -1.3% | -7.1% | -7.9% |
| 6M | +32.2% | -6.8% | +39.0% | +39.4% |
| YTD | +28.9% | +0.7% | +28.2% | +25.2% |
| 1Y | +43.8% | -11.2% | +55.1% | +55.7% |
| 3Y | +176.6% | +25.3% | +151.3% | +110.5% |
| 5Y | +121.6% | +37.3% | +84.2% | +63.7% |
| 10Y | +1,652.9% | +211.5% | +1,441.4% | +549.4% |
| All | +9,127.5% | +282.4% | +8,845.0% | +2,436.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling