+96.4%
QQQM vs XYL
-16.2%
+112.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -0.6% | +1.2% | -1.8% | -1.2% |
| 30D | -1.2% | -11.9% | +10.7% | +4.9% |
| 3M | -0.1% | -1.5% | +1.4% | -0.2% |
| 6M | +18.0% | -11.9% | +29.9% | +24.2% |
| YTD | +16.7% | -20.6% | +37.3% | +28.7% |
| 1Y | +23.0% | -23.5% | +46.6% | +38.3% |
| 3Y | +93.3% | +14.9% | +78.5% | +70.4% |
| All | +96.4% | -16.2% | +112.6% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling