+314.0%
XLE vs QS
-53.6%
+367.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | +0.3% |
| 7D | -7.9% | +13.7% | -21.6% | -8.2% |
| 30D | -4.8% | -0.2% | -4.6% | -4.9% |
| 3M | +8.4% | -24.8% | +33.2% | +9.1% |
| 6M | +12.7% | -39.4% | +52.1% | +13.8% |
| YTD | +41.3% | -56.1% | +97.4% | +43.9% |
| 1Y | +42.3% | -72.5% | +114.8% | +46.9% |
| 3Y | +65.1% | -16.3% | +81.4% | +60.1% |
| 5Y | +150.2% | -87.6% | +237.8% | +148.5% |
| All | +314.0% | -53.6% | +367.6% | +297.4% |
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