+125.0%
XBI vs QLD
+1,508.4%
-1,383.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.6% | -3.0% |
| 7D | +1.9% | +12.5% | -10.6% | -3.4% |
| 30D | +3.0% | -15.7% | +18.7% | +10.6% |
| 3M | -5.1% | -11.9% | +6.8% | -0.4% |
| 6M | +12.2% | -10.3% | +22.5% | +15.1% |
| YTD | +24.1% | +15.6% | +8.5% | +12.7% |
| 1Y | +33.1% | +12.1% | +20.9% | +22.2% |
| 3Y | +127.3% | +150.7% | -23.4% | +35.0% |
| 5Y | +20.2% | +86.6% | -66.4% | -23.4% |
| All | +125.0% | +1,508.4% | -1,383.3% | -57.2% |
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