+227.9%
XLF vs QLD
+7,369.0%
-7,141.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.8% |
| 7D | +1.2% | -10.3% | +11.4% | +5.8% |
| 30D | +6.3% | -26.1% | +32.4% | +20.8% |
| 3M | -0.8% | -17.8% | +17.0% | +6.9% |
| 6M | +11.0% | -15.6% | +26.6% | +15.5% |
| YTD | +5.6% | +5.4% | +0.3% | -2.0% |
| 1Y | +10.8% | +5.2% | +5.6% | +2.4% |
| 3Y | +77.8% | +139.4% | -61.7% | +2.2% |
| 5Y | +55.6% | +66.7% | -11.1% | -4.7% |
| 10Y | +252.5% | +1,422.1% | -1,169.6% | -52.4% |
| All | +227.9% | +7,369.0% | -7,141.1% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling