+29.6%
XEL vs QS
-46.4%
+76.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -0.3% | -3.6% | +3.4% | -0.3% |
| 30D | -3.9% | -17.2% | +13.3% | -3.9% |
| 3M | -2.8% | -27.0% | +24.2% | -2.8% |
| 6M | -5.4% | -24.6% | +19.2% | -5.4% |
| YTD | +3.8% | -49.3% | +53.1% | +3.8% |
| 1Y | +6.8% | -40.3% | +47.2% | +6.8% |
| 3Y | +45.6% | -23.8% | +69.4% | +45.1% |
| 5Y | +30.7% | -75.0% | +105.6% | +29.3% |
| All | +29.6% | -46.4% | +76.0% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling