+121.0%
QLD vs XPO
+265.7%
-144.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -2.0% |
| 7D | +0.6% | +2.4% | -1.8% | -0.8% |
| 30D | -0.1% | -3.5% | +3.4% | +1.6% |
| 3M | -8.4% | -11.9% | +3.6% | -2.7% |
| 6M | +32.2% | -10.0% | +42.2% | +37.6% |
| YTD | +28.9% | +42.1% | -13.2% | +3.7% |
| 1Y | +43.8% | +47.6% | -3.8% | +11.2% |
| 3Y | +176.6% | +153.6% | +23.0% | +41.8% |
| All | +121.0% | +265.7% | -144.7% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling