+736.5%
XLK vs QLD
+1,508.4%
-771.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +7.0% | +12.5% | -5.5% | +0.3% |
| 30D | -11.5% | -15.7% | +4.2% | -3.2% |
| 3M | -7.9% | -11.9% | +4.0% | -1.8% |
| 6M | -0.6% | -10.3% | +9.7% | +4.6% |
| YTD | +21.1% | +15.6% | +5.5% | +10.9% |
| 1Y | +18.8% | +12.1% | +6.7% | +10.5% |
| 3Y | +97.3% | +150.7% | -53.4% | +16.1% |
| 5Y | +115.5% | +86.6% | +28.9% | +37.6% |
| All | +736.5% | +1,508.4% | -771.9% | +50.0% |
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