+454.3%
XLU vs QLD
+7,876.9%
-7,422.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.8% | -5.3% | +0.1% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | +5.7% | -19.6% | +25.3% | +10.2% |
| 3M | +1.2% | -14.1% | +15.3% | +3.8% |
| 6M | -0.7% | -13.6% | +12.9% | +0.8% |
| YTD | +4.7% | +12.5% | -7.8% | -0.3% |
| 1Y | +0.4% | +13.1% | -12.7% | -4.7% |
| 3Y | +59.6% | +154.7% | -95.1% | +20.9% |
| 5Y | +52.9% | +81.1% | -28.2% | +18.3% |
| 10Y | +153.5% | +1,418.0% | -1,264.5% | +2.1% |
| All | +454.3% | +7,876.9% | -7,422.6% | +14.0% |
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