+1,418.0%
QLD vs XYZ
+657.6%
+760.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.2% | +5.0% |
| 7D | -1.4% | +14.9% | -16.3% | -8.6% |
| 30D | -19.6% | +14.7% | -34.2% | -25.5% |
| 3M | -14.1% | +12.1% | -26.2% | -19.8% |
| 6M | -13.6% | +18.3% | -31.9% | -22.1% |
| YTD | +12.5% | +36.1% | -23.5% | -7.6% |
| 1Y | +13.1% | +35.3% | -22.2% | -7.4% |
| 3Y | +154.7% | +73.5% | +81.2% | +65.9% |
| 5Y | +81.1% | -61.6% | +142.7% | +134.3% |
| 10Y | +1,418.0% | +638.0% | +780.0% | +480.5% |
| All | +1,418.0% | +657.6% | +760.4% | +480.5% |
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