+146.0%
QLD vs XYZ
+66.0%
+80.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.6% |
| 7D | +7.0% | -1.1% | +8.1% | +7.4% |
| 30D | -14.3% | +11.5% | -25.8% | -18.5% |
| 3M | -16.0% | +1.8% | -17.8% | -17.1% |
| 6M | -14.2% | +21.2% | -35.4% | -21.8% |
| YTD | +12.8% | +29.9% | -17.2% | -1.5% |
| 1Y | +14.1% | +35.8% | -21.7% | -2.7% |
| 3Y | +146.0% | +62.6% | +83.4% | +94.5% |
| All | +146.0% | +66.0% | +80.0% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling