+149.8%
QQQM vs XYL
+25.1%
+124.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | -1.3% | -1.2% | 0.0% | -0.7% |
| 30D | -1.4% | -13.2% | +11.8% | +5.0% |
| 3M | +2.2% | -0.2% | +2.3% | +1.5% |
| 6M | +16.9% | -12.5% | +29.4% | +23.0% |
| YTD | +15.7% | -20.9% | +36.5% | +26.9% |
| 1Y | +22.7% | -21.6% | +44.2% | +35.1% |
| 3Y | +93.9% | +16.1% | +77.8% | +73.3% |
| 5Y | +94.6% | -15.6% | +110.2% | +82.4% |
| All | +149.8% | +25.1% | +124.7% | +120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling