-20.4%
QLD vs XYL
-18.2%
-2.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.0% | -11.7% | -12.9% |
| 7D | -18.6% | +10.2% | -28.8% | -17.1% |
| 30D | -28.3% | -4.3% | -24.0% | -28.3% |
| 3M | -20.4% | -17.8% | -2.5% | -16.8% |
| All | -20.4% | -18.2% | -2.2% | -16.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling