+1,628.2%
QLD vs XME
+401.2%
+1,227.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -0.1% | +6.0% | -6.1% | -4.9% |
| 3M | -8.4% | -7.7% | -0.6% | -2.8% |
| 6M | +32.2% | +1.0% | +31.3% | +30.3% |
| YTD | +28.9% | +14.6% | +14.3% | +13.9% |
| 1Y | +43.8% | +46.0% | -2.1% | +4.2% |
| 3Y | +176.6% | +127.0% | +49.6% | +42.0% |
| 5Y | +121.6% | +175.8% | -54.2% | -1.6% |
| All | +1,628.2% | +401.2% | +1,227.0% | +349.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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