+167.2%
XLE vs QLD
+1,338.5%
-1,171.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -12.7% | +9.8% | +0.2% |
| 7D | -10.3% | -18.6% | +8.3% | -5.9% |
| 30D | -3.3% | -28.3% | +25.0% | +4.4% |
| 3M | +8.2% | -20.4% | +28.6% | +13.5% |
| 6M | +5.0% | -14.3% | +19.3% | +6.5% |
| YTD | +40.6% | +2.8% | +37.8% | +34.5% |
| 1Y | +45.0% | -1.2% | +46.2% | +39.9% |
| 3Y | +56.3% | +135.3% | -79.0% | +12.3% |
| 5Y | +152.2% | +62.6% | +89.7% | +90.2% |
| All | +167.2% | +1,338.5% | -1,171.3% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling