+44.8%
XLP vs QLD
+168.6%
-123.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +3.4% |
| 7D | +5.9% | -9.4% | +15.3% | +5.9% |
| 30D | +13.5% | -17.1% | +30.5% | +13.6% |
| 3M | +8.4% | -10.4% | +18.8% | +8.4% |
| 6M | +11.5% | +0.7% | +10.8% | +10.8% |
| YTD | +20.6% | +17.7% | +2.9% | +18.7% |
| 1Y | +24.3% | +14.7% | +9.6% | +22.5% |
| All | +44.8% | +168.6% | -123.7% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling