+37.6%
XLC vs QS
-74.8%
+112.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.6% | +6.0% | 0.0% |
| 7D | -1.4% | -4.2% | +2.8% | -1.0% |
| 30D | -0.9% | -15.7% | +14.8% | +0.7% |
| 3M | -0.3% | -28.7% | +28.4% | +2.4% |
| 6M | -5.2% | -23.2% | +18.1% | -3.8% |
| YTD | -5.3% | -49.9% | +44.6% | -0.2% |
| 1Y | -2.8% | -38.8% | +36.0% | -1.6% |
| 3Y | +71.2% | -24.0% | +95.2% | +53.7% |
| 5Y | +37.6% | -75.6% | +113.2% | +31.7% |
| All | +37.6% | -74.8% | +112.4% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling