+70.8%
XLI vs QLD
+89.4%
-18.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | +4.3% | +12.5% | -8.2% | +0.9% |
| 30D | +0.5% | -15.7% | +16.2% | +4.9% |
| 3M | -8.6% | -11.9% | +3.3% | -5.9% |
| 6M | -2.3% | -10.3% | +8.0% | -0.7% |
| YTD | +10.1% | +15.6% | -5.5% | +3.6% |
| 1Y | +11.0% | +12.1% | -1.1% | +5.2% |
| 3Y | +72.3% | +150.7% | -78.4% | +26.0% |
| 5Y | +70.8% | +86.6% | -15.8% | +23.7% |
| All | +70.8% | +89.4% | -18.6% | +23.7% |
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