+11.9%
XLF vs QLD
+13.0%
-1.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.1% | +0.1% |
| 7D | -1.0% | -1.2% | +0.2% | -0.9% |
| 30D | +6.5% | -15.7% | +22.2% | +8.1% |
| 3M | +1.8% | -10.0% | +11.8% | +2.5% |
| 6M | +15.4% | -11.2% | +26.6% | +15.2% |
| YTD | +8.4% | +16.4% | -8.0% | +0.3% |
| 1Y | +11.9% | +12.7% | -0.7% | +4.2% |
| All | +11.9% | +13.0% | -1.1% | +4.2% |
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