+699.4%
XLK vs QLD
+1,470.2%
-770.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | 0.0% |
| 7D | -1.9% | -1.4% | -0.5% | -1.4% |
| 30D | -14.0% | -19.6% | +5.5% | -3.6% |
| 3M | -9.0% | -14.1% | +5.2% | -1.6% |
| 6M | -2.4% | -13.6% | +11.2% | +4.8% |
| YTD | +19.1% | +12.5% | +6.6% | +10.7% |
| 1Y | +19.2% | +13.1% | +6.1% | +10.3% |
| 3Y | +99.1% | +154.7% | -55.6% | +16.2% |
| 5Y | +112.0% | +81.1% | +30.9% | +37.5% |
| 10Y | +699.4% | +1,418.0% | -718.6% | +49.0% |
| All | +699.4% | +1,470.2% | -770.8% | +49.0% |
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 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