+39.3%
XLC vs QSR
+40.6%
-1.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -1.7% | -4.7% | +3.0% | 0.0% |
| 30D | +0.2% | +4.3% | -4.1% | -1.3% |
| 3M | +0.7% | +5.4% | -4.7% | -1.4% |
| 6M | -4.5% | +8.2% | -12.6% | -7.8% |
| YTD | -4.7% | +14.1% | -18.9% | -10.1% |
| 1Y | -1.5% | +28.1% | -29.6% | -11.6% |
| 3Y | +72.2% | +25.3% | +47.0% | +50.5% |
| 5Y | +39.3% | +40.4% | -1.1% | +5.8% |
| All | +39.3% | +40.6% | -1.3% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling