-5.8%
XLC vs QSR
+23.8%
-29.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +2.6% |
| 7D | +1.8% | +5.2% | -3.4% | +0.9% |
| 30D | -6.0% | +12.2% | -18.1% | -7.6% |
| 3M | -6.0% | +7.0% | -13.1% | -6.9% |
| 6M | -9.1% | -0.3% | -8.8% | -9.2% |
| YTD | -10.0% | +18.0% | -28.0% | -12.2% |
| 1Y | -5.8% | +22.6% | -28.4% | -8.6% |
| All | -5.8% | +23.8% | -29.6% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling