+141.4%
XLC vs QSR
+70.4%
+71.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.3% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +0.2% | +5.9% | -5.7% | -1.7% |
| 3M | +0.6% | +10.5% | -9.8% | -2.9% |
| 6M | -4.5% | +7.7% | -12.2% | -7.4% |
| YTD | -4.7% | +16.8% | -21.5% | -10.3% |
| 1Y | -1.7% | +30.9% | -32.5% | -11.3% |
| 3Y | +72.3% | +28.2% | +44.1% | +53.8% |
| 5Y | +37.8% | +45.0% | -7.2% | +16.2% |
| All | +141.4% | +70.4% | +71.0% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling