+246.4%
XLF vs QLD
+1,636.2%
-1,389.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +0.2% | +3.0% | -2.8% | -0.7% |
| 30D | -0.5% | -1.8% | +1.3% | 0.0% |
| 3M | +10.6% | -1.8% | +12.4% | +10.1% |
| 6M | +14.3% | +36.9% | -22.6% | +1.4% |
| YTD | +5.5% | +28.7% | -23.2% | -4.7% |
| 1Y | +9.6% | +41.9% | -32.3% | -4.7% |
| 3Y | +75.2% | +184.2% | -109.0% | +15.5% |
| 5Y | +65.5% | +122.1% | -56.6% | +10.9% |
| 10Y | +246.4% | +1,646.5% | -1,400.0% | +1.6% |
| All | +246.4% | +1,636.2% | -1,389.7% | +1.6% |
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