+1,418.0%
QLD vs XPO
+1,421.2%
-3.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.3% | +0.5% | +3.7% |
| 7D | -1.4% | -1.9% | +0.5% | -0.2% |
| 30D | -19.6% | +2.5% | -22.1% | -20.6% |
| 3M | -14.1% | -7.2% | -7.0% | -11.3% |
| 6M | -13.6% | -8.1% | -5.6% | -10.7% |
| YTD | +12.5% | +38.3% | -25.8% | -6.9% |
| 1Y | +13.1% | +33.6% | -20.4% | -5.3% |
| 3Y | +154.7% | +133.1% | +21.6% | +50.2% |
| 5Y | +81.1% | +308.9% | -227.8% | -24.5% |
| 10Y | +1,418.0% | +1,371.8% | +46.2% | +362.2% |
| All | +1,418.0% | +1,421.2% | -3.2% | +362.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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