+9,127.5%
QLD vs XPO
+13,720.0%
-4,592.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -1.2% |
| 7D | +0.6% | +2.4% | -1.8% | -0.3% |
| 30D | -0.1% | -3.5% | +3.4% | +1.0% |
| 3M | -8.4% | -11.9% | +3.6% | -4.6% |
| 6M | +32.2% | -10.0% | +42.2% | +36.1% |
| YTD | +28.9% | +42.1% | -13.2% | +13.0% |
| 1Y | +43.8% | +47.6% | -3.8% | +23.3% |
| 3Y | +176.6% | +153.6% | +23.0% | +93.0% |
| 5Y | +121.6% | +266.5% | -144.9% | +34.5% |
| 10Y | +1,652.9% | +1,460.4% | +192.5% | +621.5% |
| All | +9,127.5% | +13,720.0% | -4,592.5% | +2,167.0% |
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