-47.7%
QS vs XYL
+44.4%
-92.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | +0.2% |
| 7D | -5.0% | -1.2% | -3.7% | -3.8% |
| 30D | -18.3% | -13.2% | -5.1% | -6.8% |
| 3M | -26.0% | -0.2% | -25.8% | -27.4% |
| 6M | -24.0% | -12.5% | -11.5% | -15.8% |
| YTD | -50.3% | -20.9% | -29.4% | -39.7% |
| 1Y | -38.0% | -21.6% | -16.4% | -23.2% |
| 3Y | -24.6% | +16.1% | -40.7% | -37.4% |
| 5Y | -75.4% | -15.6% | -59.8% | -77.0% |
| All | -47.7% | +44.4% | -92.0% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling