+325.6%
XLE vs QS
-44.4%
+370.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | +2.2% | -2.3% | +4.5% | +2.3% |
| 30D | +11.8% | -0.7% | +12.5% | +11.8% |
| 3M | +9.8% | -39.6% | +49.5% | +11.2% |
| 6M | +15.6% | -21.7% | +37.3% | +15.9% |
| YTD | +45.3% | -47.4% | +92.7% | +47.3% |
| 1Y | +48.3% | -28.4% | +76.7% | +48.0% |
| 3Y | +55.4% | -22.6% | +78.0% | +51.2% |
| 5Y | +216.1% | -75.6% | +291.7% | +210.2% |
| All | +325.6% | -44.4% | +370.0% | +306.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling