+35.8%
XLC vs QLD
+66.7%
-30.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.5% |
| 7D | +4.9% | -10.3% | +15.2% | +8.6% |
| 30D | -5.8% | -26.1% | +20.2% | +4.4% |
| 3M | -5.4% | -17.8% | +12.3% | +0.5% |
| 6M | -10.2% | -15.6% | +5.4% | -7.0% |
| YTD | -10.2% | +5.4% | -15.5% | -15.5% |
| 1Y | -5.6% | +5.2% | -10.8% | -11.4% |
| 3Y | +61.0% | +139.4% | -78.5% | +1.2% |
| All | +35.8% | +66.7% | -30.9% | -10.6% |
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 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