+32.9%
XLV vs QLD
+13.1%
+19.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +3.1% |
| 7D | +5.5% | -9.4% | +14.9% | +5.3% |
| 30D | +13.3% | -17.1% | +30.4% | +13.0% |
| 3M | +17.4% | -10.4% | +27.9% | +17.2% |
| 6M | +32.1% | +0.7% | +31.4% | +29.4% |
| YTD | +24.0% | +17.7% | +6.3% | +17.5% |
| 1Y | +32.9% | +14.7% | +18.2% | +26.1% |
| All | +32.9% | +13.1% | +19.7% | +26.1% |
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