+164.0%
XBI vs QLD
+1,665.6%
-1,501.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -3.6% | +1.9% | -5.5% | -4.4% |
| 30D | +0.9% | -1.8% | +2.7% | +1.6% |
| 3M | +21.4% | -0.1% | +21.5% | +19.9% |
| 6M | +25.5% | +32.6% | -7.1% | +8.2% |
| YTD | +30.8% | +27.9% | +2.9% | +14.3% |
| 1Y | +68.6% | +40.3% | +28.3% | +40.2% |
| 3Y | +103.9% | +182.5% | -78.6% | +14.7% |
| 5Y | +20.8% | +122.5% | -101.8% | -28.9% |
| 10Y | +164.0% | +1,728.6% | -1,564.6% | -55.5% |
| All | +164.0% | +1,665.6% | -1,501.7% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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