-45.8%
XE vs QSR
-4.6%
-41.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.7% | -7.6% | -8.9% |
| 7D | -11.4% | -4.7% | -6.7% | -16.0% |
| 30D | -23.0% | +4.3% | -27.3% | -18.6% |
| 3M | -12.1% | +5.4% | -17.5% | -4.6% |
| All | -45.8% | -4.6% | -41.2% | -50.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling