+215.1%
XLF vs QLD
+1,508.4%
-1,293.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +1.2% | +12.5% | -11.3% | -2.4% |
| 30D | +6.2% | -15.7% | +21.9% | +11.1% |
| 3M | +0.9% | -11.9% | +12.8% | +3.9% |
| 6M | +13.6% | -10.3% | +23.9% | +14.8% |
| YTD | +7.6% | +15.6% | -8.0% | -0.5% |
| 1Y | +10.2% | +12.1% | -2.0% | +2.7% |
| 3Y | +79.8% | +150.7% | -70.8% | +22.5% |
| 5Y | +58.0% | +86.6% | -28.6% | +11.3% |
| All | +215.1% | +1,508.4% | -1,293.2% | -4.5% |
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