+93.3%
QQQ vs XLB
+32.2%
+61.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.4% |
| 7D | +1.0% | -2.9% | +3.9% | +3.0% |
| 30D | -0.6% | -3.4% | +2.7% | +1.5% |
| 3M | +1.3% | +1.6% | -0.3% | -0.1% |
| 6M | +18.1% | +3.6% | +14.5% | +14.7% |
| YTD | +16.9% | +14.2% | +2.6% | +5.3% |
| 1Y | +24.0% | +15.6% | +8.4% | +10.5% |
| All | +93.3% | +32.2% | +61.1% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling