+42.7%
XLP vs QLD
+61.4%
-18.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.7% | +12.0% | +0.3% |
| 7D | +3.5% | -18.6% | +22.0% | +5.1% |
| 30D | +11.6% | -28.3% | +39.8% | +14.5% |
| 3M | +7.6% | -20.4% | +28.0% | +9.4% |
| 6M | +10.0% | -14.3% | +24.3% | +10.3% |
| YTD | +19.7% | +2.8% | +17.0% | +17.4% |
| 1Y | +23.5% | -1.2% | +24.7% | +21.5% |
| 3Y | +44.0% | +135.3% | -91.3% | +22.7% |
| 5Y | +42.7% | +62.6% | -19.9% | +18.4% |
| All | +42.7% | +61.4% | -18.7% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling