+1,502.1%
QLD vs XYL
+100.4%
+1,401.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.6% |
| 7D | +7.0% | -3.7% | +10.7% | +10.5% |
| 30D | -14.3% | -8.3% | -6.0% | -10.6% |
| 3M | -16.0% | -21.4% | +5.4% | +0.4% |
| 6M | -14.2% | -12.9% | -1.3% | -8.0% |
| YTD | +12.8% | -30.1% | +42.8% | +46.3% |
| 1Y | +14.1% | -35.2% | +49.2% | +59.1% |
| 3Y | +146.0% | -0.8% | +146.7% | +126.7% |
| 5Y | +82.0% | -23.2% | +105.3% | +113.7% |
| All | +1,502.1% | +100.4% | +1,401.7% | +832.8% |
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