+93.1%
XLC vs QS
-62.6%
+155.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.2% | +1.3% |
| 7D | +3.7% | -14.0% | +17.7% | +4.6% |
| 30D | -1.9% | -6.4% | +4.4% | -1.7% |
| 3M | -3.1% | -40.3% | +37.1% | -0.5% |
| 6M | -6.4% | -57.5% | +51.1% | -2.5% |
| YTD | -6.8% | -64.7% | +57.9% | -2.4% |
| 1Y | -1.7% | -72.9% | +71.2% | +4.4% |
| 3Y | +64.7% | -33.5% | +98.1% | +58.7% |
| 5Y | +41.1% | -90.5% | +131.6% | +39.7% |
| All | +93.1% | -62.6% | +155.7% | +100.6% |
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 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