+167.2%
XLE vs QLD
+1,375.1%
-1,207.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.6% | -0.6% |
| 7D | -12.0% | -10.3% | -1.7% | -9.8% |
| 30D | -2.7% | -26.1% | +23.3% | +4.3% |
| 3M | +6.6% | -17.8% | +24.3% | +10.9% |
| 6M | +9.5% | -15.6% | +25.1% | +11.7% |
| YTD | +40.6% | +5.4% | +35.2% | +33.6% |
| 1Y | +43.6% | +5.2% | +38.4% | +36.2% |
| 3Y | +58.1% | +139.4% | -81.4% | +13.1% |
| 5Y | +152.2% | +66.7% | +85.5% | +89.0% |
| All | +167.2% | +1,375.1% | -1,207.9% | -4.6% |
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 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