+1,450.1%
QLD vs XYL
+113.6%
+1,336.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | +0.9% |
| 7D | -3.8% | +0.6% | -4.4% | -4.3% |
| 30D | -20.5% | -5.7% | -14.8% | -19.1% |
| 3M | -14.6% | -19.8% | +5.2% | +0.3% |
| 6M | -14.7% | -14.2% | -0.5% | -7.0% |
| YTD | +11.2% | -28.1% | +39.3% | +40.9% |
| 1Y | +7.1% | -35.0% | +42.1% | +49.6% |
| 3Y | +141.1% | +2.1% | +139.0% | +117.1% |
| 5Y | +84.3% | -22.1% | +106.4% | +113.8% |
| 10Y | +1,450.1% | +107.0% | +1,343.1% | +773.4% |
| All | +1,450.1% | +113.6% | +1,336.5% | +773.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling