+334.2%
XLE vs QS
-62.6%
+396.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.1% | +1.1% |
| 7D | +5.4% | -14.0% | +19.4% | +5.8% |
| 30D | -3.9% | -6.4% | +2.4% | -3.9% |
| 3M | +7.0% | -40.3% | +47.3% | +8.4% |
| 6M | +14.2% | -57.5% | +71.7% | +16.5% |
| YTD | +48.2% | -64.7% | +112.9% | +51.7% |
| 1Y | +47.7% | -72.9% | +120.6% | +52.4% |
| 3Y | +70.0% | -33.5% | +103.5% | +65.8% |
| 5Y | +169.1% | -90.5% | +259.7% | +169.0% |
| All | +334.2% | -62.6% | +396.8% | +319.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling