+19.9%
XBI vs QS
-74.9%
+94.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | -4.6% | -3.6% | -1.0% | -4.1% |
| 30D | -2.0% | -17.2% | +15.2% | +1.1% |
| 3M | +17.8% | -27.0% | +44.8% | +23.0% |
| 6M | +23.7% | -24.6% | +48.3% | +27.6% |
| YTD | +28.2% | -49.3% | +77.6% | +40.4% |
| 1Y | +64.0% | -40.3% | +104.3% | +69.2% |
| 3Y | +99.4% | -23.8% | +123.2% | +70.2% |
| All | +19.9% | -74.9% | +94.8% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling