+45.0%
XLE vs QLD
+0.3%
+44.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -12.7% | +9.8% | -4.5% |
| 7D | -10.3% | -18.6% | +8.3% | -12.7% |
| 30D | -3.3% | -28.3% | +25.0% | -7.6% |
| 3M | +8.2% | -20.4% | +28.6% | +5.2% |
| 6M | +5.0% | -14.3% | +19.3% | +4.3% |
| YTD | +40.6% | +2.8% | +37.8% | +44.0% |
| 1Y | +45.0% | -1.2% | +46.2% | +49.2% |
| All | +45.0% | +0.3% | +44.7% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling