+77.5%
QQQ vs XLB
+28.0%
+49.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | +3.6% | +0.5% | +3.1% | +3.2% |
| 30D | -6.7% | +5.2% | -11.9% | -10.3% |
| 3M | -7.0% | +0.3% | -7.3% | -7.4% |
| 6M | -4.7% | +1.2% | -5.8% | -6.1% |
| YTD | +11.1% | +16.6% | -5.6% | -3.1% |
| 1Y | +12.3% | +21.4% | -9.2% | -5.4% |
| 3Y | +83.3% | +43.2% | +40.1% | +31.8% |
| All | +77.5% | +28.0% | +49.5% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling