+1,329.3%
QQQ vs XYL
+466.0%
+863.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.0% | -1.4% |
| 7D | +1.5% | +1.8% | -0.3% | +0.7% |
| 30D | -0.6% | -9.2% | +8.6% | +3.5% |
| 3M | +0.4% | -0.3% | +0.7% | 0.0% |
| 6M | +20.1% | -11.0% | +31.0% | +25.3% |
| YTD | +17.2% | -19.2% | +36.4% | +27.1% |
| 1Y | +24.7% | -21.2% | +45.9% | +36.6% |
| 3Y | +96.2% | +18.6% | +77.6% | +76.9% |
| 5Y | +94.4% | -14.3% | +108.7% | +97.2% |
| 10Y | +556.7% | +141.0% | +415.7% | +325.5% |
| All | +1,329.3% | +466.0% | +863.3% | +580.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling