+71.1%
XLI vs QLD
+178.0%
-106.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | +0.6% | -1.6% | -1.2% |
| 30D | -5.9% | -0.1% | -5.8% | -6.0% |
| 3M | -0.3% | -8.4% | +8.1% | +1.5% |
| 6M | +0.1% | +32.2% | -32.1% | -9.2% |
| YTD | +13.6% | +28.9% | -15.3% | +3.6% |
| 1Y | +17.2% | +43.8% | -26.6% | +2.9% |
| All | +71.1% | +178.0% | -106.9% | +18.0% |
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