+776.9%
XLK vs QLD
+1,707.9%
-931.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.2% |
| 7D | -0.4% | -2.6% | +2.2% | +1.0% |
| 30D | -0.5% | -3.3% | +2.8% | +1.3% |
| 3M | +5.0% | +1.8% | +3.2% | +3.6% |
| 6M | +32.9% | +29.7% | +3.1% | +14.9% |
| YTD | +29.0% | +25.1% | +3.8% | +13.6% |
| 1Y | +37.8% | +37.1% | +0.7% | +15.3% |
| 3Y | +118.7% | +176.3% | -57.6% | +22.3% |
| 5Y | +145.6% | +121.0% | +24.6% | +43.5% |
| All | +776.9% | +1,707.9% | -931.1% | +56.1% |
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