+1,481.8%
QQQ vs XLB
+788.4%
+693.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +3.6% | +0.5% | +3.1% | +3.3% |
| 30D | -6.7% | +5.2% | -11.9% | -9.8% |
| 3M | -7.0% | +0.3% | -7.3% | -7.4% |
| 6M | -4.7% | +1.2% | -5.8% | -5.8% |
| YTD | +11.1% | +16.6% | -5.6% | -0.4% |
| 1Y | +12.3% | +21.4% | -9.2% | -2.0% |
| 3Y | +83.3% | +43.2% | +40.1% | +43.2% |
| 5Y | +77.5% | +28.0% | +49.4% | +49.5% |
| 10Y | +528.3% | +164.8% | +363.5% | +226.7% |
| All | +1,481.8% | +788.4% | +693.4% | +271.0% |
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 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