-65.6%
XE vs QSR
-1.3%
-64.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +5.5% | -13.9% | -3.2% |
| 7D | -12.9% | +5.2% | -18.1% | -7.9% |
| 30D | -30.3% | +12.2% | -42.4% | -21.6% |
| 3M | -45.9% | +7.0% | -52.9% | -40.7% |
| 6M | -66.2% | -0.3% | -65.9% | -67.1% |
| All | -65.6% | -1.3% | -64.2% | -67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling