+141.1%
QLD vs XYL
+3.5%
+137.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | +0.3% |
| 7D | -3.8% | +0.6% | -4.4% | -4.1% |
| 30D | -20.5% | -5.7% | -14.8% | -19.5% |
| 3M | -14.6% | -19.8% | +5.2% | -2.2% |
| 6M | -14.7% | -14.2% | -0.5% | -8.7% |
| YTD | +11.2% | -28.1% | +39.3% | +36.7% |
| 1Y | +7.1% | -35.0% | +42.1% | +45.7% |
| 3Y | +141.1% | +2.1% | +139.0% | +122.5% |
| All | +141.1% | +3.5% | +137.6% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling