+3.3%
XLU vs QLD
+35.7%
-32.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.0% |
| 7D | -1.2% | -2.6% | +1.4% | -1.2% |
| 30D | -2.5% | -3.3% | +0.7% | -2.5% |
| 3M | -2.7% | +1.8% | -4.6% | -3.0% |
| 6M | -7.5% | +29.7% | -37.2% | -9.5% |
| YTD | +0.9% | +25.1% | -24.2% | -1.2% |
| 1Y | +3.3% | +37.1% | -33.8% | -0.5% |
| All | +3.3% | +35.7% | -32.4% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling