+91.3%
QQQ vs XYL
+15.2%
+76.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -1.3% | -1.2% | 0.0% | -0.8% |
| 30D | -1.4% | -13.2% | +11.8% | +4.3% |
| 3M | +2.3% | -0.2% | +2.4% | +1.4% |
| 6M | +16.9% | -12.5% | +29.4% | +22.4% |
| YTD | +15.6% | -20.9% | +36.5% | +25.9% |
| 1Y | +22.6% | -21.6% | +44.2% | +34.0% |
| All | +91.3% | +15.2% | +76.0% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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