+174.3%
XLE vs QLD
+1,646.9%
-1,472.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +11.8% | -0.1% | +11.9% | +11.7% |
| 3M | +9.8% | -8.4% | +18.2% | +11.0% |
| 6M | +15.6% | +32.2% | -16.6% | +4.9% |
| YTD | +45.3% | +28.9% | +16.4% | +32.3% |
| 1Y | +48.3% | +43.8% | +4.5% | +30.2% |
| 3Y | +55.4% | +176.6% | -121.2% | +7.9% |
| 5Y | +216.1% | +121.6% | +94.5% | +119.2% |
| All | +174.3% | +1,646.9% | -1,472.6% | -15.0% |
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