+500.4%
XLP vs QLD
+9,036.4%
-8,536.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | -0.9% | -0.1% | -0.7% | -0.9% |
| 3M | +3.8% | -8.4% | +12.2% | +4.6% |
| 6M | -1.7% | +32.2% | -33.9% | -8.5% |
| YTD | +10.3% | +28.9% | -18.6% | +2.9% |
| 1Y | +7.8% | +43.8% | -36.0% | -2.2% |
| 3Y | +27.2% | +176.6% | -149.4% | -3.7% |
| 5Y | +32.5% | +121.6% | -89.0% | -0.2% |
| 10Y | +101.8% | +1,652.9% | -1,551.1% | -15.6% |
| All | +500.4% | +9,036.4% | -8,536.0% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling