+58.2%
QQQI vs XYL
-2.0%
+60.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.3% | +1.2% | -1.5% | -0.8% |
| 30D | -0.3% | -11.9% | +11.7% | +4.0% |
| 3M | +1.3% | -1.5% | +2.9% | +1.1% |
| 6M | +11.5% | -11.9% | +23.4% | +15.5% |
| YTD | +11.3% | -20.6% | +31.9% | +19.4% |
| 1Y | +16.9% | -23.5% | +40.4% | +27.3% |
| All | +58.2% | -2.0% | +60.2% | +54.0% |
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