-44.6%
QS vs XYL
+43.2%
-87.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +2.5% |
| 7D | -2.3% | -5.0% | +2.7% | +2.4% |
| 30D | -0.7% | -13.2% | +12.5% | +13.3% |
| 3M | -39.6% | -3.7% | -35.9% | -38.7% |
| 6M | -21.7% | -17.7% | -4.0% | -7.9% |
| YTD | -47.4% | -21.5% | -25.9% | -35.7% |
| 1Y | -28.4% | -24.5% | -3.9% | -7.9% |
| 3Y | -22.6% | +6.9% | -29.5% | -30.6% |
| 5Y | -75.6% | -18.1% | -57.5% | -76.8% |
| All | -44.6% | +43.2% | -87.8% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling