-41.5%
QS vs XME
+36.2%
-77.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | +3.8% |
| 7D | -5.0% | -3.0% | -1.9% | -1.3% |
| 30D | -18.3% | -2.6% | -15.7% | -15.7% |
| 3M | -26.0% | +2.2% | -28.2% | -28.5% |
| 6M | -24.0% | +0.7% | -24.7% | -24.3% |
| YTD | -50.3% | +10.9% | -61.2% | -56.7% |
| All | -41.5% | +36.2% | -77.7% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling