+1,520.2%
QLD vs XPO
+1,289.5%
+230.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.4% |
| 7D | -1.2% | +0.5% | -1.7% | -1.1% |
| 30D | -15.7% | +4.7% | -20.4% | -17.6% |
| 3M | -10.0% | -7.1% | -3.0% | -7.1% |
| 6M | -11.2% | -6.3% | -5.0% | -9.1% |
| YTD | +16.4% | +39.1% | -22.7% | -4.1% |
| 1Y | +12.7% | +36.7% | -24.0% | -6.8% |
| 3Y | +152.3% | +127.4% | +24.9% | +50.2% |
| 5Y | +91.8% | +315.0% | -223.2% | -21.1% |
| 10Y | +1,520.2% | +1,263.5% | +256.8% | +354.9% |
| All | +1,520.2% | +1,289.5% | +230.8% | +354.9% |
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