-90.9%
QS vs XME
+108.0%
-198.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.6% | -3.6% | -3.4% |
| 7D | -14.0% | +0.3% | -14.3% | -14.1% |
| 30D | -6.4% | -6.1% | -0.2% | +0.3% |
| 3M | -40.3% | -18.6% | -21.6% | -25.2% |
| 6M | -57.5% | -23.9% | -33.6% | -42.2% |
| YTD | -64.7% | -9.3% | -55.3% | -60.0% |
| 1Y | -72.9% | +1.8% | -74.6% | -72.9% |
| 3Y | -33.5% | +93.0% | -126.5% | -65.1% |
| All | -90.9% | +108.0% | -198.9% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling