+12.5%
XLF vs QLD
+10.7%
+1.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.1% |
| 7D | +2.7% | +7.0% | -4.3% | +1.9% |
| 30D | +7.6% | -14.3% | +21.9% | +9.0% |
| 3M | +1.1% | -16.0% | +17.1% | +2.5% |
| 6M | +15.9% | -14.2% | +30.1% | +16.2% |
| YTD | +8.4% | +12.8% | -4.3% | +0.7% |
| 1Y | +12.5% | +14.1% | -1.6% | +4.3% |
| All | +12.5% | +10.7% | +1.9% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling