+558.6%
QQQ vs XHB
+215.4%
+343.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.1% |
| 7D | -0.6% | -4.6% | +4.1% | +1.9% |
| 30D | -1.2% | -9.1% | +7.9% | +3.7% |
| 3M | -0.2% | -8.6% | +8.4% | +4.0% |
| 6M | +17.9% | -4.0% | +21.9% | +19.2% |
| YTD | +16.6% | -3.9% | +20.6% | +17.2% |
| 1Y | +23.0% | -16.5% | +39.5% | +32.6% |
| 3Y | +92.9% | +22.6% | +70.4% | +61.9% |
| 5Y | +95.6% | +33.9% | +61.7% | +52.9% |
| All | +558.6% | +215.4% | +343.2% | +228.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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