+134.0%
XLC vs QLD
+610.0%
-476.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +6.2% | -3.8% | +10.0% | +7.3% |
| 30D | -2.4% | -20.5% | +18.2% | +6.0% |
| 3M | -3.3% | -14.6% | +11.3% | +1.7% |
| 6M | -7.3% | -14.7% | +7.4% | -4.1% |
| YTD | -7.6% | +11.2% | -18.8% | -15.0% |
| 1Y | -3.7% | +7.1% | -10.8% | -10.3% |
| 3Y | +62.9% | +141.1% | -78.2% | +2.0% |
| 5Y | +41.6% | +84.3% | -42.6% | -7.3% |
| All | +134.0% | +610.0% | -476.0% | -23.5% |
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 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