+5.2%
QLD vs XME
+2.5%
+2.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.8% | +0.2% |
| 7D | -10.3% | -4.5% | -5.8% | -7.1% |
| 30D | -26.1% | -10.9% | -15.2% | -19.8% |
| 3M | -17.8% | -15.3% | -2.5% | -8.4% |
| 6M | -15.6% | -24.6% | +9.1% | +0.8% |
| YTD | +5.4% | -9.6% | +15.0% | +10.0% |
| 1Y | +5.2% | +2.9% | +2.3% | -0.5% |
| All | +5.2% | +2.5% | +2.8% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling