+40.4%
XLB vs QLD
+140.3%
-100.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.3% |
| 7D | -1.5% | -10.3% | +8.8% | +0.7% |
| 30D | +6.1% | -26.1% | +32.1% | +13.0% |
| 3M | 0.0% | -17.8% | +17.8% | +3.8% |
| 6M | 0.0% | -15.6% | +15.5% | +2.2% |
| YTD | +16.0% | +5.4% | +10.6% | +11.6% |
| 1Y | +24.7% | +5.2% | +19.5% | +19.8% |
| 3Y | +40.4% | +139.4% | -99.1% | +4.5% |
| All | +40.4% | +140.3% | -100.0% | +4.5% |
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 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