+176.1%
QLD vs XYL
+8.6%
+167.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +2.0% |
| 7D | +0.6% | -5.0% | +5.6% | +4.8% |
| 30D | -0.1% | -13.2% | +13.1% | +11.6% |
| 3M | -8.4% | -3.7% | -4.7% | -7.2% |
| 6M | +32.2% | -17.7% | +49.9% | +52.9% |
| YTD | +28.9% | -21.5% | +50.4% | +53.6% |
| 1Y | +43.8% | -24.5% | +68.3% | +78.1% |
| All | +176.1% | +8.6% | +167.5% | +138.6% |
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