+243.8%
XLF vs QLD
+1,375.1%
-1,131.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.4% |
| 7D | +1.2% | -10.3% | +11.4% | +4.3% |
| 30D | +6.3% | -26.1% | +32.4% | +15.9% |
| 3M | -0.8% | -17.8% | +17.0% | +4.4% |
| 6M | +11.0% | -15.6% | +26.6% | +14.2% |
| YTD | +5.6% | +5.4% | +0.3% | +0.6% |
| 1Y | +10.8% | +5.2% | +5.6% | +5.3% |
| 3Y | +77.8% | +139.4% | -61.7% | +22.9% |
| 5Y | +55.6% | +66.7% | -11.1% | +13.8% |
| All | +243.8% | +1,375.1% | -1,131.3% | +18.0% |
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