+235.2%
XLI vs QLD
+1,470.2%
-1,235.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.8% | -3.0% | +1.7% |
| 7D | -0.5% | -1.4% | +0.9% | -0.3% |
| 30D | -0.2% | -19.6% | +19.4% | +6.3% |
| 3M | -8.6% | -14.1% | +5.6% | -4.7% |
| 6M | -2.0% | -13.6% | +11.6% | +1.0% |
| YTD | +9.7% | +12.5% | -2.8% | +3.3% |
| 1Y | +11.4% | +13.1% | -1.7% | +4.5% |
| 3Y | +74.2% | +154.7% | -80.5% | +20.8% |
| 5Y | +70.0% | +81.1% | -11.1% | +23.6% |
| 10Y | +235.2% | +1,418.0% | -1,182.7% | +11.5% |
| All | +235.2% | +1,470.2% | -1,235.0% | +11.5% |
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