+152.2%
XLE vs QLD
+61.4%
+90.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -12.7% | +9.8% | -1.3% |
| 7D | -10.3% | -18.6% | +8.3% | -8.0% |
| 30D | -3.3% | -28.3% | +25.0% | +0.8% |
| 3M | +8.2% | -20.4% | +28.6% | +11.0% |
| 6M | +5.0% | -14.3% | +19.3% | +5.7% |
| YTD | +40.6% | +2.8% | +37.8% | +36.7% |
| 1Y | +45.0% | -1.2% | +46.2% | +41.8% |
| 3Y | +56.3% | +135.3% | -79.0% | +27.9% |
| 5Y | +152.2% | +62.6% | +89.7% | +108.1% |
| All | +152.2% | +61.4% | +90.8% | +108.1% |
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