+5,542.6%
QLD vs XYL
+408.9%
+5,133.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.8% | +4.4% |
| 7D | -10.3% | +5.9% | -16.1% | -14.8% |
| 30D | -26.1% | -3.9% | -22.1% | -25.9% |
| 3M | -17.8% | -18.7% | +0.9% | -5.4% |
| 6M | -15.6% | -16.9% | +1.3% | -5.8% |
| YTD | +5.4% | -27.4% | +32.7% | +30.7% |
| 1Y | +5.2% | -34.0% | +39.2% | +42.2% |
| 3Y | +139.4% | +5.6% | +133.9% | +113.6% |
| 5Y | +66.7% | -20.6% | +87.3% | +91.9% |
| 10Y | +1,422.1% | +133.4% | +1,288.7% | +656.8% |
| All | +5,542.6% | +408.9% | +5,133.7% | +1,564.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling