+31.6%
XLB vs QLD
+61.4%
-29.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -12.7% | +9.8% | +0.4% |
| 7D | -0.4% | -18.6% | +18.2% | +4.7% |
| 30D | +5.2% | -28.3% | +33.5% | +14.2% |
| 3M | -0.1% | -20.4% | +20.3% | +5.2% |
| 6M | +2.4% | -14.3% | +16.7% | +4.7% |
| YTD | +16.9% | +2.8% | +14.1% | +13.1% |
| 1Y | +25.0% | -1.2% | +26.3% | +22.1% |
| 3Y | +40.7% | +135.3% | -94.6% | +2.9% |
| 5Y | +31.6% | +62.6% | -31.0% | -3.8% |
| All | +31.6% | +61.4% | -29.8% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling