+233.0%
XLI vs QLD
+1,375.1%
-1,142.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.7% |
| 7D | -2.8% | -10.3% | +7.4% | +0.3% |
| 30D | -3.1% | -26.1% | +23.0% | +6.1% |
| 3M | -11.7% | -17.8% | +6.0% | -6.8% |
| 6M | -7.6% | -15.6% | +8.0% | -4.1% |
| YTD | +5.7% | +5.4% | +0.3% | +1.6% |
| 1Y | +7.8% | +5.2% | +2.6% | +3.5% |
| 3Y | +67.4% | +139.4% | -72.1% | +18.4% |
| 5Y | +64.8% | +66.7% | -1.9% | +23.1% |
| All | +233.0% | +1,375.1% | -1,142.1% | +12.4% |
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 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