+234.4%
XLF vs QLD
+1,470.2%
-1,235.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.8% | -5.3% | -0.6% |
| 7D | +0.7% | -1.4% | +2.2% | +0.9% |
| 30D | +6.0% | -19.6% | +25.5% | +12.5% |
| 3M | +1.0% | -14.1% | +15.2% | +4.9% |
| 6M | +14.0% | -13.6% | +27.6% | +16.5% |
| YTD | +7.2% | +12.5% | -5.4% | 0.0% |
| 1Y | +11.6% | +13.1% | -1.5% | +3.7% |
| 3Y | +81.2% | +154.7% | -73.5% | +22.9% |
| 5Y | +57.9% | +81.1% | -23.2% | +12.4% |
| 10Y | +234.4% | +1,418.0% | -1,183.6% | +12.7% |
| All | +234.4% | +1,470.2% | -1,235.8% | +12.7% |
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