+87.6%
XLB vs QS
-62.6%
+150.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +4.9% | 0.0% |
| 7D | +0.5% | -14.0% | +14.6% | +1.3% |
| 30D | +5.2% | -6.4% | +11.5% | +5.4% |
| 3M | +0.3% | -40.3% | +40.6% | +2.7% |
| 6M | +1.2% | -57.5% | +58.7% | +4.9% |
| YTD | +16.6% | -64.7% | +81.3% | +21.6% |
| 1Y | +21.4% | -72.9% | +94.3% | +28.0% |
| 3Y | +43.2% | -33.5% | +76.7% | +39.4% |
| 5Y | +28.0% | -90.5% | +118.6% | +27.7% |
| All | +87.6% | -62.6% | +150.2% | +93.7% |
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