+4.5%
QQQM vs XLU
+0.3%
+4.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.6% | -6.4% |
| 7D | -9.4% | +0.4% | -9.8% | -9.4% |
| 30D | -14.7% | +5.2% | -19.9% | -14.6% |
| 3M | -9.6% | -0.1% | -9.5% | -9.5% |
| 6M | -4.7% | -5.3% | +0.6% | -4.4% |
| YTD | +5.9% | +3.5% | +2.3% | +4.4% |
| 1Y | +4.5% | +0.2% | +4.3% | +4.6% |
| All | +4.5% | +0.3% | +4.2% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling