+32.5%
XLB vs QS
-25.4%
+58.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.6% | +5.6% | -0.7% |
| 7D | -2.9% | -4.2% | +1.3% | -2.7% |
| 30D | -3.4% | -15.7% | +12.3% | -2.4% |
| 3M | +1.6% | -28.7% | +30.3% | +3.3% |
| 6M | +3.6% | -23.2% | +26.9% | +4.6% |
| YTD | +14.2% | -49.9% | +64.2% | +17.8% |
| 1Y | +15.6% | -38.8% | +54.4% | +16.6% |
| All | +32.5% | -25.4% | +58.0% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling