+35.1%
XLB vs QS
-74.8%
+109.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.6% | +5.6% | -0.5% |
| 7D | -2.9% | -4.2% | +1.3% | -2.6% |
| 30D | -3.4% | -15.7% | +12.3% | -2.1% |
| 3M | +1.6% | -28.7% | +30.3% | +3.9% |
| 6M | +3.6% | -23.2% | +26.9% | +4.9% |
| YTD | +14.2% | -49.9% | +64.2% | +19.3% |
| 1Y | +15.6% | -38.8% | +54.4% | +16.9% |
| 3Y | +33.1% | -24.0% | +57.1% | +23.3% |
| 5Y | +35.1% | -75.6% | +110.6% | +30.3% |
| All | +35.1% | -74.8% | +109.8% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling