+92.9%
QQQ vs XHB
+23.1%
+69.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.3% |
| 7D | -0.6% | -4.6% | +4.1% | +1.1% |
| 30D | -1.2% | -9.1% | +7.9% | +2.1% |
| 3M | -0.2% | -8.6% | +8.4% | +2.7% |
| 6M | +17.9% | -4.0% | +21.9% | +18.8% |
| YTD | +16.6% | -3.9% | +20.6% | +17.0% |
| 1Y | +23.0% | -16.5% | +39.5% | +29.9% |
| 3Y | +92.9% | +22.6% | +70.4% | +69.7% |
| All | +92.9% | +23.1% | +69.9% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling