+30.8%
XEL vs QS
-47.0%
+77.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.6% | +5.7% | -0.9% |
| 7D | +0.9% | -4.2% | +5.1% | +0.9% |
| 30D | -0.9% | -15.7% | +14.8% | -0.9% |
| 3M | -1.4% | -28.7% | +27.3% | -1.4% |
| 6M | -5.8% | -23.2% | +17.4% | -5.8% |
| YTD | +4.7% | -49.9% | +54.6% | +4.8% |
| 1Y | +9.1% | -38.8% | +47.9% | +9.0% |
| 3Y | +47.8% | -24.0% | +71.9% | +47.3% |
| 5Y | +29.0% | -75.6% | +104.6% | +27.6% |
| All | +30.8% | -47.0% | +77.8% | +31.9% |
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