+99.4%
XBI vs QS
-24.6%
+124.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | -4.6% | -3.6% | -1.0% | -4.3% |
| 30D | -2.0% | -17.2% | +15.2% | +0.1% |
| 3M | +17.8% | -27.0% | +44.8% | +21.2% |
| 6M | +23.7% | -24.6% | +48.3% | +26.4% |
| YTD | +28.2% | -49.3% | +77.6% | +35.8% |
| 1Y | +64.0% | -40.3% | +104.3% | +67.9% |
| 3Y | +99.4% | -23.8% | +123.2% | +77.3% |
| All | +99.4% | -24.6% | +124.0% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling