+23.4%
XLV vs QLD
+38.7%
-15.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -3.7% | +1.9% | -5.6% | -3.7% |
| 30D | -1.1% | -1.8% | +0.7% | -1.1% |
| 3M | +8.2% | -0.1% | +8.3% | +8.0% |
| 6M | +8.9% | +32.6% | -23.6% | +3.9% |
| YTD | +8.5% | +27.9% | -19.4% | +3.7% |
| All | +23.4% | +38.7% | -15.3% | +16.6% |
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