+1,724.2%
QLD vs XYZ
+638.9%
+1,085.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.7% |
| 7D | +0.6% | -1.0% | +1.5% | +0.9% |
| 30D | -0.1% | -1.7% | +1.6% | +0.3% |
| 3M | -8.4% | +16.7% | -25.1% | -15.5% |
| 6M | +32.2% | +26.9% | +5.4% | +16.4% |
| YTD | +28.9% | +27.1% | +1.8% | +11.3% |
| 1Y | +43.8% | +9.3% | +34.6% | +32.6% |
| 3Y | +176.6% | +42.3% | +134.3% | +104.6% |
| 5Y | +121.6% | -69.3% | +190.9% | +213.2% |
| 10Y | +1,652.9% | +586.8% | +1,066.1% | +716.7% |
| All | +1,724.2% | +638.9% | +1,085.2% | +709.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling