+94.7%
QQQM vs XLB
+32.3%
+62.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.1% |
| 7D | -1.3% | -3.5% | +2.3% | +1.5% |
| 30D | -1.4% | -4.7% | +3.3% | +2.2% |
| 3M | +2.2% | +2.7% | -0.5% | -0.4% |
| 6M | +16.9% | +2.6% | +14.3% | +13.8% |
| YTD | +15.7% | +12.8% | +2.8% | +3.8% |
| 1Y | +22.7% | +14.0% | +8.7% | +8.9% |
| 3Y | +93.9% | +31.5% | +62.5% | +50.4% |
| All | +94.7% | +32.3% | +62.4% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling