+1,391.2%
QLD vs XYZ
+663.2%
+728.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.7% |
| 7D | -10.3% | +12.1% | -22.4% | -15.5% |
| 30D | -26.1% | +12.4% | -38.4% | -30.6% |
| 3M | -17.8% | +8.2% | -25.9% | -21.6% |
| 6M | -15.6% | +20.7% | -36.2% | -24.2% |
| YTD | +5.4% | +31.3% | -25.9% | -11.1% |
| 1Y | +5.2% | +20.5% | -15.3% | -8.0% |
| 3Y | +139.4% | +72.6% | +66.8% | +61.0% |
| 5Y | +66.7% | -64.0% | +130.7% | +117.5% |
| 10Y | +1,422.1% | +601.8% | +820.3% | +594.9% |
| All | +1,391.2% | +663.2% | +728.0% | +546.8% |
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