+1,569.6%
QQQ vs XLB
+779.4%
+790.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | +1.5% | -0.2% | +1.8% | +1.7% |
| 30D | -0.6% | -1.7% | +1.1% | +0.4% |
| 3M | +0.4% | +4.4% | -3.9% | -2.7% |
| 6M | +20.1% | +5.0% | +15.0% | +15.8% |
| YTD | +17.2% | +15.5% | +1.7% | +5.9% |
| 1Y | +24.7% | +14.9% | +9.8% | +12.9% |
| 3Y | +96.2% | +34.5% | +61.6% | +59.7% |
| 5Y | +94.4% | +36.5% | +57.8% | +57.3% |
| 10Y | +556.7% | +159.6% | +397.1% | +245.9% |
| All | +1,569.6% | +779.4% | +790.1% | +294.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling