+173.2%
XLB vs QSR
+211.0%
-37.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -1.7% | +5.9% | -7.7% | -3.9% |
| 3M | +4.4% | +10.5% | -6.1% | +0.4% |
| 6M | +5.0% | +7.7% | -2.7% | +1.6% |
| YTD | +15.5% | +16.8% | -1.3% | +8.1% |
| 1Y | +14.9% | +30.9% | -16.0% | +2.9% |
| 3Y | +34.5% | +28.2% | +6.3% | +19.6% |
| 5Y | +36.5% | +45.0% | -8.4% | +14.7% |
| 10Y | +159.6% | +127.3% | +32.3% | +77.7% |
| All | +173.2% | +211.0% | -37.8% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling