+38.7%
XBI vs QS
-47.4%
+86.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -4.6% | -5.0% | +0.4% | -4.1% |
| 30D | -0.8% | -18.3% | +17.5% | +1.4% |
| 3M | +21.8% | -26.0% | +47.8% | +25.2% |
| 6M | +23.2% | -24.0% | +47.2% | +25.7% |
| YTD | +28.7% | -50.3% | +79.0% | +36.9% |
| 1Y | +67.8% | -38.0% | +105.7% | +71.3% |
| 3Y | +100.6% | -24.6% | +125.2% | +86.3% |
| 5Y | +19.8% | -75.4% | +95.2% | +17.1% |
| All | +38.7% | -47.4% | +86.1% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling