+788.2%
XLV vs QLD
+7,892.1%
-7,103.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.2% |
| 7D | +2.2% | +7.0% | -4.8% | +0.3% |
| 30D | +8.6% | -14.3% | +22.9% | +12.5% |
| 3M | +12.6% | -16.0% | +28.6% | +16.9% |
| 6M | +29.8% | -14.2% | +44.0% | +32.2% |
| YTD | +23.5% | +12.8% | +10.8% | +15.8% |
| 1Y | +25.7% | +14.1% | +11.6% | +17.3% |
| 3Y | +56.3% | +146.0% | -89.6% | +11.3% |
| 5Y | +53.1% | +82.0% | -28.9% | +11.2% |
| 10Y | +216.7% | +1,470.1% | -1,253.4% | +4.4% |
| All | +788.2% | +7,892.1% | -7,103.9% | +51.0% |
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