+791.7%
XLY vs QLD
+9,036.4%
-8,244.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.5% |
| 7D | -2.0% | +0.6% | -2.5% | -2.2% |
| 30D | -3.1% | -0.1% | -3.0% | -3.2% |
| 3M | -1.8% | -8.4% | +6.6% | +0.6% |
| 6M | -0.9% | +32.2% | -33.1% | -14.3% |
| YTD | -3.4% | +28.9% | -32.3% | -15.7% |
| 1Y | -1.5% | +43.8% | -45.3% | -18.6% |
| 3Y | +38.8% | +176.6% | -137.8% | -18.0% |
| 5Y | +30.5% | +121.6% | -91.1% | -20.0% |
| 10Y | +215.3% | +1,652.9% | -1,437.6% | -33.9% |
| All | +791.7% | +9,036.4% | -8,244.8% | -33.7% |
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 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