+39.5%
XLC vs QLD
+77.5%
-38.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.3% | 0.0% |
| 7D | +7.1% | -1.4% | +8.5% | +7.2% |
| 30D | -2.7% | -19.6% | +16.8% | +4.5% |
| 3M | -3.2% | -14.1% | +11.0% | +1.3% |
| 6M | -7.7% | -13.6% | +6.0% | -5.0% |
| YTD | -8.0% | +12.5% | -20.5% | -15.5% |
| 1Y | -3.1% | +13.1% | -16.2% | -11.4% |
| 3Y | +64.9% | +154.7% | -89.8% | +1.3% |
| 5Y | +39.5% | +81.1% | -41.6% | -10.8% |
| All | +39.5% | +77.5% | -38.0% | -10.8% |
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