+139.4%
QLD vs XPO
+122.0%
+17.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.3% | +2.4% |
| 7D | -10.3% | -6.7% | -3.6% | -7.5% |
| 30D | -26.1% | -1.9% | -24.2% | -25.5% |
| 3M | -17.8% | -9.9% | -7.9% | -14.4% |
| 6M | -15.6% | -16.4% | +0.8% | -9.7% |
| YTD | +5.4% | +30.2% | -24.8% | -8.0% |
| 1Y | +5.2% | +29.9% | -24.7% | -8.5% |
| 3Y | +139.4% | +122.6% | +16.8% | +62.1% |
| All | +139.4% | +122.0% | +17.5% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling