+33.3%
XLV vs QLD
+120.9%
-87.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | -2.6% | +3.0% | -5.6% | -3.1% |
| 30D | +0.9% | -1.8% | +2.7% | +1.1% |
| 3M | +10.0% | -1.8% | +11.8% | +9.6% |
| 6M | +10.4% | +36.9% | -26.5% | +3.5% |
| YTD | +8.9% | +28.7% | -19.8% | +3.0% |
| 1Y | +23.4% | +41.9% | -18.5% | +14.3% |
| 3Y | +33.1% | +184.2% | -151.1% | +5.1% |
| 5Y | +33.3% | +122.1% | -88.8% | +3.4% |
| All | +33.3% | +120.9% | -87.6% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling