+81.6%
XLF vs QLD
+146.5%
-64.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.3% |
| 7D | +2.7% | +7.0% | -4.3% | +1.2% |
| 30D | +7.6% | -14.3% | +21.9% | +10.6% |
| 3M | +1.1% | -16.0% | +17.1% | +4.1% |
| 6M | +15.9% | -14.2% | +30.1% | +17.8% |
| YTD | +8.4% | +12.8% | -4.3% | +2.3% |
| 1Y | +12.5% | +14.1% | -1.6% | +5.7% |
| 3Y | +81.6% | +146.0% | -64.4% | +37.2% |
| All | +81.6% | +146.5% | -64.9% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling