+39.6%
XLC vs QS
-90.0%
+129.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.8% | +6.9% | -0.1% |
| 7D | +3.1% | -5.6% | +8.7% | +3.6% |
| 30D | -4.2% | -5.8% | +1.6% | -3.8% |
| 3M | -2.1% | -39.2% | +37.0% | +2.6% |
| 6M | -6.6% | -53.9% | +47.3% | -0.1% |
| YTD | -7.8% | -62.8% | +55.0% | +0.1% |
| 1Y | -4.1% | -73.5% | +69.4% | +7.7% |
| 3Y | +62.6% | -29.1% | +91.7% | +43.2% |
| 5Y | +39.6% | -90.0% | +129.6% | +59.7% |
| All | +39.6% | -90.0% | +129.6% | +59.7% |
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