+1,628.2%
QLD vs XYL
+135.4%
+1,492.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +2.2% |
| 7D | +0.6% | -5.0% | +5.6% | +5.4% |
| 30D | -0.1% | -13.2% | +13.1% | +13.5% |
| 3M | -8.4% | -3.7% | -4.7% | -6.5% |
| 6M | +32.2% | -17.7% | +49.9% | +55.5% |
| YTD | +28.9% | -21.5% | +50.4% | +56.7% |
| 1Y | +43.8% | -24.5% | +68.3% | +81.5% |
| 3Y | +176.6% | +6.9% | +169.7% | +148.4% |
| 5Y | +121.6% | -18.1% | +139.6% | +154.8% |
| All | +1,628.2% | +135.4% | +1,492.8% | +809.2% |
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