+40.7%
XLC vs QLD
+80.9%
-40.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.5% | +1.9% |
| 7D | +3.7% | +7.0% | -3.3% | +1.1% |
| 30D | -1.9% | -14.3% | +12.4% | +2.9% |
| 3M | -3.1% | -16.0% | +12.9% | +2.2% |
| 6M | -6.4% | -14.2% | +7.9% | -3.5% |
| YTD | -6.8% | +12.8% | -19.6% | -14.5% |
| 1Y | -1.7% | +14.1% | -15.8% | -10.5% |
| 3Y | +64.7% | +146.0% | -81.3% | +2.8% |
| All | +40.7% | +80.9% | -40.2% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling