+47.7%
XLE vs QS
-74.4%
+122.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.1% | +0.7% |
| 7D | +5.4% | -14.0% | +19.4% | +4.7% |
| 30D | -3.9% | -6.4% | +2.4% | -4.1% |
| 3M | +7.0% | -40.3% | +47.3% | +5.5% |
| 6M | +14.2% | -57.5% | +71.7% | +13.3% |
| YTD | +48.2% | -64.7% | +112.9% | +52.1% |
| 1Y | +47.7% | -72.9% | +120.6% | +55.0% |
| All | +47.7% | -74.4% | +122.1% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling