+59.6%
XLU vs QLD
+149.9%
-90.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.8% | -5.3% | +1.1% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | +5.7% | -19.6% | +25.3% | +7.1% |
| 3M | +1.2% | -14.1% | +15.3% | +1.9% |
| 6M | -0.7% | -13.6% | +12.9% | -0.3% |
| YTD | +4.7% | +12.5% | -7.8% | +2.4% |
| 1Y | +0.4% | +13.1% | -12.7% | -1.9% |
| 3Y | +59.6% | +154.7% | -95.1% | +34.8% |
| All | +59.6% | +149.9% | -90.3% | +34.8% |
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