+88.0%
XLB vs QS
-60.6%
+148.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.8% | +6.6% | -0.9% |
| 7D | 0.0% | -5.6% | +5.6% | +0.3% |
| 30D | +5.3% | -5.8% | +11.1% | +5.5% |
| 3M | 0.0% | -39.2% | +39.2% | +2.3% |
| 6M | +1.2% | -53.9% | +55.1% | +4.5% |
| YTD | +16.9% | -62.8% | +79.7% | +21.5% |
| 1Y | +20.9% | -73.5% | +94.4% | +27.5% |
| 3Y | +43.3% | -29.1% | +72.4% | +39.0% |
| 5Y | +28.3% | -90.0% | +118.3% | +27.7% |
| All | +88.0% | -60.6% | +148.6% | +93.6% |
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