+212.4%
XEL vs QSR
+205.8%
+6.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -0.3% | -4.0% | +3.7% | +0.5% |
| 30D | -3.9% | +2.8% | -6.7% | -4.5% |
| 3M | -2.8% | +5.1% | -7.9% | -3.9% |
| 6M | -5.4% | +8.8% | -14.2% | -7.2% |
| YTD | +3.8% | +14.8% | -11.1% | +0.6% |
| 1Y | +6.8% | +25.7% | -18.9% | +1.6% |
| 3Y | +45.6% | +27.5% | +18.1% | +36.7% |
| 5Y | +30.7% | +41.3% | -10.6% | +19.2% |
| 10Y | +151.7% | +133.8% | +17.9% | +103.7% |
| All | +212.4% | +205.8% | +6.6% | +145.1% |
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