+159.8%
XLB vs QSR
+135.2%
+24.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -2.8% | -4.0% | +1.2% | -1.4% |
| 30D | -3.1% | +2.8% | -5.9% | -4.2% |
| 3M | -0.2% | +5.1% | -5.2% | -2.3% |
| 6M | +3.1% | +8.8% | -5.7% | -0.9% |
| YTD | +13.3% | +14.8% | -1.6% | +6.4% |
| 1Y | +12.0% | +25.7% | -13.7% | +1.3% |
| 3Y | +31.4% | +27.5% | +3.9% | +16.3% |
| 5Y | +33.9% | +41.3% | -7.3% | +12.4% |
| All | +159.8% | +135.2% | +24.6% | +77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling