+161.0%
XBI vs QSR
+205.8%
-44.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -4.6% | -4.0% | -0.6% | -3.1% |
| 30D | -2.0% | +2.8% | -4.8% | -3.2% |
| 3M | +17.8% | +5.1% | +12.7% | +14.9% |
| 6M | +23.7% | +8.8% | +14.9% | +18.5% |
| YTD | +28.2% | +14.8% | +13.4% | +19.7% |
| 1Y | +64.0% | +25.7% | +38.2% | +46.9% |
| 3Y | +99.4% | +27.5% | +71.9% | +74.7% |
| 5Y | +19.3% | +41.3% | -21.9% | -0.6% |
| 10Y | +158.7% | +133.8% | +24.9% | +62.2% |
| All | +161.0% | +205.8% | -44.8% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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