+167.7%
XLB vs QLD
+1,470.2%
-1,302.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | -0.2% |
| 7D | -1.4% | -1.4% | +0.1% | -1.2% |
| 30D | +7.1% | -19.6% | +26.7% | +13.7% |
| 3M | +0.6% | -14.1% | +14.8% | +4.4% |
| 6M | +3.5% | -13.6% | +17.1% | +6.1% |
| YTD | +18.2% | +12.5% | +5.7% | +10.8% |
| 1Y | +25.6% | +13.1% | +12.5% | +17.2% |
| 3Y | +46.7% | +154.7% | -108.0% | +0.6% |
| 5Y | +30.9% | +81.1% | -50.2% | -6.0% |
| 10Y | +167.7% | +1,418.0% | -1,250.2% | -12.9% |
| All | +167.7% | +1,470.2% | -1,302.5% | -12.9% |
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