+61.0%
XLC vs QLD
+140.3%
-79.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.3% |
| 7D | +4.9% | -10.3% | +15.2% | +7.7% |
| 30D | -5.8% | -26.1% | +20.2% | +1.9% |
| 3M | -5.4% | -17.8% | +12.3% | -0.9% |
| 6M | -10.2% | -15.6% | +5.4% | -7.8% |
| YTD | -10.2% | +5.4% | -15.5% | -14.8% |
| 1Y | -5.6% | +5.2% | -10.8% | -10.6% |
| 3Y | +61.0% | +139.4% | -78.5% | +7.3% |
| All | +61.0% | +140.3% | -79.3% | +7.3% |
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