+159.4%
XLU vs QLD
+1,387.1%
-1,227.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +0.7% | -3.8% | +4.5% | +1.2% |
| 30D | +5.6% | -20.5% | +26.1% | +9.2% |
| 3M | +2.1% | -14.6% | +16.8% | +4.3% |
| 6M | -0.9% | -14.7% | +13.8% | +0.5% |
| YTD | +4.6% | +11.2% | -6.6% | +0.7% |
| 1Y | +0.3% | +7.1% | -6.8% | -2.8% |
| 3Y | +58.6% | +141.1% | -82.5% | +27.7% |
| 5Y | +51.5% | +84.3% | -32.8% | +22.6% |
| 10Y | +159.4% | +1,450.1% | -1,290.7% | +26.2% |
| All | +159.4% | +1,387.1% | -1,227.8% | +26.2% |
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