+152.0%
QQQM vs XYL
+25.6%
+126.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -0.6% | +1.2% | -1.8% | -1.1% |
| 30D | -1.2% | -11.9% | +10.7% | +4.5% |
| 3M | -0.1% | -1.5% | +1.4% | -0.1% |
| 6M | +18.0% | -11.9% | +29.9% | +23.8% |
| YTD | +16.7% | -20.6% | +37.3% | +27.9% |
| 1Y | +23.0% | -23.5% | +46.6% | +37.2% |
| 3Y | +93.3% | +14.9% | +78.5% | +73.7% |
| 5Y | +96.3% | -15.3% | +111.6% | +83.7% |
| All | +152.0% | +25.6% | +126.4% | +121.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling