+552.9%
QQQ vs XLB
+162.9%
+390.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.2% |
| 7D | -1.3% | -3.5% | +2.3% | +1.4% |
| 30D | -1.4% | -4.7% | +3.3% | +2.0% |
| 3M | +2.3% | +2.7% | -0.4% | -0.1% |
| 6M | +16.9% | +2.6% | +14.3% | +14.1% |
| YTD | +15.6% | +12.8% | +2.8% | +4.7% |
| 1Y | +22.6% | +14.0% | +8.7% | +10.0% |
| 3Y | +93.5% | +31.5% | +62.1% | +54.9% |
| 5Y | +93.9% | +33.4% | +60.5% | +53.6% |
| All | +552.9% | +162.9% | +390.0% | +220.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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