+7,443.4%
QLD vs XPO
+12,564.2%
-5,120.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.3% | +2.5% |
| 7D | -10.3% | -6.7% | -3.6% | -8.0% |
| 30D | -26.1% | -1.9% | -24.2% | -25.6% |
| 3M | -17.8% | -9.9% | -7.9% | -15.0% |
| 6M | -15.6% | -16.4% | +0.8% | -10.8% |
| YTD | +5.4% | +30.2% | -24.8% | -5.0% |
| 1Y | +5.2% | +29.9% | -24.7% | -5.4% |
| 3Y | +139.4% | +122.6% | +16.8% | +75.0% |
| 5Y | +66.7% | +278.9% | -212.2% | +0.8% |
| 10Y | +1,422.1% | +1,375.3% | +46.8% | +540.7% |
| All | +7,443.4% | +12,564.2% | -5,120.7% | +1,805.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling