+671.8%
XLI vs QLD
+9,036.4%
-8,364.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | +0.6% | -1.6% | -1.3% |
| 30D | -5.9% | -0.1% | -5.8% | -6.0% |
| 3M | -0.3% | -8.4% | +8.1% | +1.9% |
| 6M | +0.1% | +32.2% | -32.1% | -11.5% |
| YTD | +13.6% | +28.9% | -15.3% | +1.1% |
| 1Y | +17.2% | +43.8% | -26.6% | -0.6% |
| 3Y | +68.2% | +176.6% | -108.4% | +5.2% |
| 5Y | +80.7% | +121.6% | -40.8% | +12.9% |
| 10Y | +253.3% | +1,652.9% | -1,399.7% | -22.9% |
| All | +671.8% | +9,036.4% | -8,364.6% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling