+6,802.3%
QLD vs XYL
+449.8%
+6,352.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +2.1% |
| 7D | +0.6% | -5.0% | +5.6% | +5.1% |
| 30D | -0.1% | -13.2% | +13.1% | +12.7% |
| 3M | -8.4% | -3.7% | -4.7% | -6.5% |
| 6M | +32.2% | -17.7% | +49.9% | +54.1% |
| YTD | +28.9% | -21.5% | +50.4% | +55.1% |
| 1Y | +43.8% | -24.5% | +68.3% | +79.1% |
| 3Y | +176.6% | +6.9% | +169.7% | +152.7% |
| 5Y | +121.6% | -18.1% | +139.6% | +156.7% |
| 10Y | +1,652.9% | +134.7% | +1,518.2% | +790.6% |
| All | +6,802.3% | +449.8% | +6,352.5% | +1,875.6% |
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 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