+152.0%
QQQM vs XLU
+59.0%
+93.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.6% | -1.6% | +1.0% | 0.0% |
| 30D | -1.2% | -3.3% | +2.1% | 0.0% |
| 3M | -0.1% | -3.2% | +3.1% | +0.9% |
| 6M | +18.0% | -7.0% | +24.9% | +20.8% |
| YTD | +16.7% | +0.6% | +16.1% | +15.4% |
| 1Y | +23.0% | +2.4% | +20.6% | +20.7% |
| 3Y | +93.3% | +46.3% | +47.1% | +60.8% |
| 5Y | +96.3% | +44.0% | +52.3% | +66.2% |
| All | +152.0% | +59.0% | +93.0% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling