+330.7%
XLE vs QLD
+7,183.5%
-6,852.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -12.7% | +9.8% | +1.8% |
| 7D | -10.3% | -18.6% | +8.3% | -3.6% |
| 30D | -3.3% | -28.3% | +25.0% | +8.6% |
| 3M | +8.2% | -20.4% | +28.6% | +16.2% |
| 6M | +5.0% | -14.3% | +19.3% | +7.2% |
| YTD | +40.6% | +2.8% | +37.8% | +31.7% |
| 1Y | +45.0% | -1.2% | +46.2% | +37.4% |
| 3Y | +56.3% | +135.3% | -79.0% | -2.8% |
| 5Y | +152.2% | +62.6% | +89.7% | +63.4% |
| 10Y | +173.0% | +1,384.3% | -1,211.3% | -50.2% |
| All | +330.7% | +7,183.5% | -6,852.9% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling