+60.3%
XLC vs QLD
+134.4%
-74.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.7% | +12.1% | +2.9% |
| 7D | +3.1% | -18.6% | +21.7% | +8.7% |
| 30D | -6.5% | -28.3% | +21.7% | +2.0% |
| 3M | -5.6% | -20.4% | +14.8% | -0.1% |
| 6M | -9.2% | -14.3% | +5.0% | -7.4% |
| YTD | -10.6% | +2.8% | -13.3% | -14.5% |
| 1Y | -6.9% | -1.2% | -5.6% | -10.0% |
| All | +60.3% | +134.4% | -74.1% | +7.6% |
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