+139.4%
QLD vs XYL
+5.2%
+134.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.8% | +3.9% |
| 7D | -10.3% | +5.9% | -16.1% | -13.6% |
| 30D | -26.1% | -3.9% | -22.1% | -26.1% |
| 3M | -17.8% | -18.7% | +0.9% | -6.6% |
| 6M | -15.6% | -16.9% | +1.3% | -7.0% |
| YTD | +5.4% | -27.4% | +32.7% | +28.8% |
| 1Y | +5.2% | -34.0% | +39.2% | +41.7% |
| 3Y | +139.4% | +5.6% | +133.9% | +104.5% |
| All | +139.4% | +5.2% | +134.2% | +104.5% |
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