+225.7%
XLE vs QS
-74.6%
+300.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +1.0% |
| 7D | 0.0% | +2.2% | -2.2% | -0.1% |
| 30D | +12.6% | -8.1% | +20.7% | +13.0% |
| 3M | +11.8% | -27.0% | +38.9% | +13.0% |
| 6M | +16.1% | -16.4% | +32.5% | +16.1% |
| YTD | +46.9% | -46.4% | +93.2% | +49.8% |
| 1Y | +53.3% | -41.1% | +94.4% | +54.3% |
| 3Y | +54.9% | -18.6% | +73.6% | +47.0% |
| 5Y | +225.7% | -73.0% | +298.7% | +218.8% |
| All | +225.7% | -74.6% | +300.3% | +218.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling