+169.9%
XLV vs QLD
+1,707.9%
-1,538.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | 0.0% |
| 7D | -4.4% | -2.6% | -1.8% | -3.8% |
| 30D | -1.4% | -3.3% | +1.9% | -0.7% |
| 3M | +8.9% | +1.8% | +7.0% | +7.3% |
| 6M | +9.1% | +29.7% | -20.6% | +0.7% |
| YTD | +7.9% | +25.1% | -17.2% | +0.2% |
| 1Y | +22.7% | +37.1% | -14.4% | +10.9% |
| 3Y | +31.9% | +176.3% | -144.4% | -5.1% |
| 5Y | +34.9% | +121.0% | -86.1% | -2.7% |
| All | +169.9% | +1,707.9% | -1,538.1% | -11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling