+91.3%
QQQ vs XLI
+68.2%
+23.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.4% |
| 7D | -1.3% | -2.3% | +1.0% | +0.7% |
| 30D | -1.4% | -8.2% | +6.8% | +6.2% |
| 3M | +2.3% | +0.8% | +1.5% | +1.5% |
| 6M | +16.9% | +0.8% | +16.0% | +15.5% |
| YTD | +15.6% | +10.5% | +5.1% | +4.5% |
| 1Y | +22.6% | +14.1% | +8.5% | +7.4% |
| All | +91.3% | +68.2% | +23.1% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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