+99.3%
XLC vs QS
-46.4%
+145.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | +0.5% | -3.6% | +4.2% | +0.7% |
| 30D | +2.1% | -17.2% | +19.4% | +3.1% |
| 3M | +0.7% | -27.0% | +27.7% | +2.1% |
| 6M | -3.2% | -24.6% | +21.4% | -2.3% |
| YTD | -3.8% | -49.3% | +45.5% | -1.0% |
| 1Y | -2.0% | -40.3% | +38.3% | -1.0% |
| 3Y | +71.4% | -23.8% | +95.2% | +64.0% |
| 5Y | +40.7% | -75.0% | +115.6% | +36.7% |
| All | +99.3% | -46.4% | +145.7% | +103.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling