+127.5%
XLC vs QLD
+572.9%
-445.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.6% |
| 7D | +4.9% | -10.3% | +15.2% | +8.9% |
| 30D | -5.8% | -26.1% | +20.2% | +5.2% |
| 3M | -5.4% | -17.8% | +12.3% | +1.0% |
| 6M | -10.2% | -15.6% | +5.4% | -6.7% |
| YTD | -10.2% | +5.4% | -15.5% | -15.6% |
| 1Y | -5.6% | +5.2% | -10.8% | -11.5% |
| 3Y | +61.0% | +139.4% | -78.5% | +0.8% |
| 5Y | +35.2% | +66.7% | -31.5% | -7.7% |
| All | +127.5% | +572.9% | -445.3% | -24.0% |
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