+125.2%
XBI vs QLD
+146.5%
-21.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | +0.4% |
| 7D | -1.1% | +7.0% | -8.1% | -3.5% |
| 30D | +2.6% | -14.3% | +16.9% | +7.8% |
| 3M | -4.0% | -16.0% | +12.0% | +1.4% |
| 6M | +10.9% | -14.2% | +25.2% | +15.0% |
| YTD | +23.6% | +12.8% | +10.8% | +15.2% |
| 1Y | +35.1% | +14.1% | +21.0% | +25.2% |
| 3Y | +125.2% | +146.0% | -20.8% | +44.7% |
| All | +125.2% | +146.5% | -21.3% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling