+212.4%
XLY vs QLD
+1,707.9%
-1,495.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +0.5% |
| 7D | -3.9% | -2.6% | -1.3% | -2.8% |
| 30D | -6.1% | -3.3% | -2.9% | -4.9% |
| 3M | -1.2% | +1.8% | -3.0% | -3.1% |
| 6M | -1.8% | +29.7% | -31.5% | -14.0% |
| YTD | -5.9% | +25.1% | -31.0% | -16.5% |
| 1Y | -3.1% | +37.1% | -40.2% | -17.8% |
| 3Y | +36.0% | +176.3% | -140.3% | -18.4% |
| 5Y | +27.6% | +121.0% | -93.4% | -20.9% |
| All | +212.4% | +1,707.9% | -1,495.5% | -21.7% |
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