+1,646.5%
QLD vs XYZ
+573.1%
+1,073.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +1.5% |
| 7D | +3.0% | +2.9% | +0.1% | +1.3% |
| 30D | -1.8% | +1.4% | -3.2% | -2.8% |
| 3M | -1.8% | +14.6% | -16.4% | -9.2% |
| 6M | +36.9% | +20.8% | +16.1% | +22.7% |
| YTD | +28.7% | +23.1% | +5.6% | +12.0% |
| 1Y | +41.9% | +5.6% | +36.2% | +32.3% |
| 3Y | +184.2% | +50.9% | +133.3% | +98.9% |
| 5Y | +122.1% | -68.6% | +190.7% | +219.4% |
| 10Y | +1,646.5% | +580.0% | +1,066.5% | +594.7% |
| All | +1,646.5% | +573.1% | +1,073.4% | +594.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling