+6,090.0%
QLD vs XYL
+389.1%
+5,700.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.3% |
| 7D | +12.5% | -6.0% | +18.5% | +18.3% |
| 30D | -15.7% | -8.3% | -7.4% | -12.2% |
| 3M | -11.9% | -22.6% | +10.7% | +5.6% |
| 6M | -10.3% | -15.0% | +4.8% | -1.9% |
| YTD | +15.6% | -30.2% | +45.8% | +48.1% |
| 1Y | +12.1% | -36.4% | +48.5% | +56.1% |
| 3Y | +150.7% | -0.9% | +151.5% | +135.7% |
| 5Y | +86.6% | -23.4% | +110.0% | +121.2% |
| 10Y | +1,509.7% | +100.9% | +1,408.8% | +797.1% |
| All | +6,090.0% | +389.1% | +5,700.9% | +1,786.3% |
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