+8.4%
QLD vs XPO
+33.1%
-24.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.3% | +0.5% | +4.6% |
| 7D | -1.4% | -1.9% | +0.5% | -0.7% |
| 30D | -19.6% | +2.5% | -22.1% | -20.2% |
| 3M | -14.1% | -7.2% | -7.0% | -12.1% |
| 6M | -13.6% | -8.1% | -5.6% | -11.4% |
| YTD | +12.5% | +38.3% | -25.8% | +4.5% |
| All | +8.4% | +33.1% | -24.7% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling