-75.4%
QS vs XME
+167.8%
-243.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | +3.3% |
| 7D | -5.0% | -3.0% | -1.9% | -1.7% |
| 30D | -18.3% | -2.6% | -15.7% | -15.9% |
| 3M | -26.0% | +2.2% | -28.2% | -28.0% |
| 6M | -24.0% | +0.7% | -24.7% | -24.0% |
| YTD | -50.3% | +10.9% | -61.2% | -54.9% |
| 1Y | -38.0% | +35.7% | -73.7% | -53.9% |
| 3Y | -24.6% | +127.1% | -151.7% | -66.8% |
| 5Y | -75.4% | +168.5% | -243.9% | -90.9% |
| All | -75.4% | +167.8% | -243.2% | -90.9% |
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