+441.3%
XLU vs QLD
+9,036.4%
-8,595.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.8% | +0.6% | +0.3% | +0.7% |
| 30D | -1.3% | -0.1% | -1.2% | -1.4% |
| 3M | -1.3% | -8.4% | +7.0% | -0.4% |
| 6M | -7.6% | +32.2% | -39.8% | -14.4% |
| YTD | +2.3% | +28.9% | -26.6% | -4.9% |
| 1Y | +5.8% | +43.8% | -38.1% | -4.3% |
| 3Y | +50.5% | +176.6% | -126.1% | +12.6% |
| 5Y | +44.1% | +121.6% | -77.4% | +7.0% |
| 10Y | +138.2% | +1,652.9% | -1,514.7% | -6.5% |
| All | +441.3% | +9,036.4% | -8,595.1% | +8.9% |
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