+218.0%
XLE vs QLD
+121.5%
+96.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | +11.8% | -0.1% | +11.9% | +11.7% |
| 3M | +9.8% | -8.4% | +18.2% | +10.6% |
| 6M | +15.6% | +32.2% | -16.6% | +9.2% |
| YTD | +45.3% | +28.9% | +16.4% | +37.5% |
| 1Y | +48.3% | +43.8% | +4.5% | +37.2% |
| 3Y | +55.4% | +176.6% | -121.2% | +25.0% |
| All | +218.0% | +121.5% | +96.5% | +154.9% |
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