+64.1%
XLI vs QLD
+66.7%
-2.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.6% |
| 7D | -2.8% | -10.3% | +7.4% | -0.1% |
| 30D | -3.1% | -26.1% | +23.0% | +5.0% |
| 3M | -11.7% | -17.8% | +6.0% | -7.3% |
| 6M | -7.6% | -15.6% | +8.0% | -4.5% |
| YTD | +5.7% | +5.4% | +0.3% | +2.1% |
| 1Y | +7.8% | +5.2% | +2.6% | +4.0% |
| 3Y | +67.4% | +139.4% | -72.1% | +24.1% |
| All | +64.1% | +66.7% | -2.6% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling