+7,443.4%
QLD vs XHB
+281.0%
+7,162.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.9% |
| 7D | -10.3% | +1.3% | -11.6% | -11.5% |
| 30D | -26.1% | +7.8% | -33.9% | -31.6% |
| 3M | -17.8% | -5.5% | -12.3% | -14.4% |
| 6M | -15.6% | -2.6% | -13.0% | -15.0% |
| YTD | +5.4% | +0.4% | +5.0% | +1.7% |
| 1Y | +5.2% | -1.0% | +6.2% | +2.5% |
| 3Y | +139.4% | +37.3% | +102.1% | +65.7% |
| 5Y | +66.7% | +33.7% | +33.0% | +24.9% |
| 10Y | +1,422.1% | +256.9% | +1,165.2% | +397.7% |
| All | +7,443.4% | +281.0% | +7,162.4% | +1,960.8% |
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