-4.1%
XLC vs QLD
+10.8%
-14.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.9% |
| 7D | +3.1% | +12.5% | -9.4% | +1.3% |
| 30D | -4.2% | -15.7% | +11.5% | -2.0% |
| 3M | -2.1% | -11.9% | +9.8% | -0.7% |
| 6M | -6.6% | -10.3% | +3.7% | -6.1% |
| YTD | -7.8% | +15.6% | -23.4% | -13.9% |
| 1Y | -4.1% | +12.1% | -16.2% | -9.9% |
| All | -4.1% | +10.8% | -14.9% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling