+216.0%
XLV vs QLD
+1,508.4%
-1,292.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.4% |
| 7D | +1.6% | +12.5% | -10.9% | -1.2% |
| 30D | +10.7% | -15.7% | +26.4% | +14.5% |
| 3M | +11.9% | -11.9% | +23.9% | +14.4% |
| 6M | +29.8% | -10.3% | +40.1% | +30.6% |
| YTD | +22.8% | +15.6% | +7.2% | +15.4% |
| 1Y | +25.0% | +12.1% | +12.8% | +18.1% |
| 3Y | +56.4% | +150.7% | -94.3% | +14.8% |
| 5Y | +52.3% | +86.6% | -34.3% | +14.7% |
| All | +216.0% | +1,508.4% | -1,292.4% | +11.2% |
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