+133.1%
XLP vs QLD
+1,597.1%
-1,464.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +3.1% |
| 7D | +5.9% | -9.4% | +15.3% | +7.4% |
| 30D | +13.5% | -17.1% | +30.5% | +16.6% |
| 3M | +8.4% | -10.4% | +18.8% | +9.9% |
| 6M | +11.5% | +0.7% | +10.8% | +9.8% |
| YTD | +20.6% | +17.7% | +2.9% | +15.1% |
| 1Y | +24.3% | +14.7% | +9.6% | +18.9% |
| 3Y | +45.1% | +169.6% | -124.6% | +13.5% |
| 5Y | +44.6% | +86.7% | -42.0% | +16.7% |
| 10Y | +133.1% | +1,600.8% | -1,467.7% | +0.1% |
| All | +133.1% | +1,597.1% | -1,464.0% | +0.1% |
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