+51.8%
XLY vs QLD
+146.5%
-94.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.6% |
| 7D | +2.0% | +7.0% | -5.0% | -0.7% |
| 30D | +7.6% | -14.3% | +21.9% | +13.5% |
| 3M | +1.5% | -16.0% | +17.5% | +7.6% |
| 6M | +1.5% | -14.2% | +15.7% | +5.3% |
| YTD | +1.1% | +12.8% | -11.7% | -7.6% |
| 1Y | +4.3% | +14.1% | -9.8% | -5.4% |
| 3Y | +51.8% | +146.0% | -94.2% | -5.2% |
| All | +51.8% | +146.5% | -94.7% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling