+1,003.6%
XBI vs QLD
+7,369.0%
-6,365.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | 0.0% | +1.4% |
| 7D | -2.4% | -10.3% | +7.9% | +2.4% |
| 30D | +1.3% | -26.1% | +27.4% | +15.9% |
| 3M | -1.5% | -17.8% | +16.3% | +7.0% |
| 6M | +10.7% | -15.6% | +26.2% | +16.8% |
| YTD | +25.0% | +5.4% | +19.6% | +18.3% |
| 1Y | +39.9% | +5.2% | +34.6% | +32.1% |
| 3Y | +119.2% | +139.4% | -20.3% | +32.3% |
| 5Y | +16.6% | +66.7% | -50.1% | -22.0% |
| 10Y | +181.3% | +1,422.1% | -1,240.8% | -42.4% |
| All | +1,003.6% | +7,369.0% | -6,365.4% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling