+44.7%
XLU vs QLD
+120.9%
-76.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +2.1% | +3.0% | -0.9% | +1.8% |
| 30D | -0.4% | -1.8% | +1.5% | -0.2% |
| 3M | +0.5% | -1.8% | +2.3% | +0.3% |
| 6M | -5.8% | +36.9% | -42.7% | -10.1% |
| YTD | +3.1% | +28.7% | -25.5% | -0.9% |
| 1Y | +8.1% | +41.9% | -33.8% | +2.4% |
| 3Y | +50.5% | +184.2% | -133.7% | +26.4% |
| 5Y | +44.7% | +122.1% | -77.4% | +15.5% |
| All | +44.7% | +120.9% | -76.1% | +15.5% |
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 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