-44.6%
QS vs XME
+397.4%
-442.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.4% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -0.7% | +6.0% | -6.7% | -5.8% |
| 3M | -39.6% | -7.7% | -31.9% | -34.4% |
| 6M | -21.7% | +1.0% | -22.7% | -21.5% |
| YTD | -47.4% | +14.6% | -62.0% | -52.6% |
| 1Y | -28.4% | +46.0% | -74.3% | -47.0% |
| 3Y | -22.6% | +127.0% | -149.6% | -59.8% |
| 5Y | -75.6% | +175.8% | -251.4% | -88.4% |
| All | -44.6% | +397.4% | -442.1% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling