+29.1%
XLY vs QLD
+122.0%
-92.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -0.5% | +3.0% | -3.5% | -1.8% |
| 30D | -4.9% | -1.8% | -3.1% | -4.2% |
| 3M | -1.0% | -1.8% | +0.8% | -1.4% |
| 6M | 0.0% | +36.9% | -36.9% | -15.5% |
| YTD | -4.2% | +28.7% | -32.8% | -16.9% |
| 1Y | -2.7% | +41.9% | -44.5% | -19.8% |
| 3Y | +38.4% | +184.2% | -145.8% | -22.2% |
| All | +29.1% | +122.0% | -92.9% | -24.0% |
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 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