+82.1%
QLD vs XYL
-23.3%
+105.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.8% |
| 3M | -16.0% | -21.4% | +5.4% | +0.9% |
| 6M | -14.2% | -12.9% | -1.3% | -8.4% |
| YTD | +12.8% | -30.1% | +42.8% | +47.6% |
| 1Y | +14.1% | -35.2% | +49.2% | +61.9% |
| 3Y | +146.0% | -0.8% | +146.7% | +113.6% |
| All | +82.1% | -23.3% | +105.4% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling