+703.3%
XLV vs QLD
+9,036.4%
-8,333.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | +0.2% | +0.6% | -0.4% | 0.0% |
| 30D | +4.4% | -0.1% | +4.6% | +4.4% |
| 3M | +13.2% | -8.4% | +21.6% | +14.4% |
| 6M | +10.1% | +32.2% | -22.1% | 0.0% |
| YTD | +11.7% | +28.9% | -17.2% | +1.9% |
| 1Y | +26.9% | +43.8% | -16.9% | +11.7% |
| 3Y | +35.0% | +176.6% | -141.6% | -6.3% |
| 5Y | +35.9% | +121.6% | -85.7% | -6.1% |
| 10Y | +179.0% | +1,652.9% | -1,473.9% | -10.0% |
| All | +703.3% | +9,036.4% | -8,333.2% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling