+315.8%
XLE vs QS
-54.8%
+370.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +0.5% |
| 7D | -6.7% | +8.0% | -14.7% | -6.9% |
| 30D | -4.4% | -2.8% | -1.6% | -4.4% |
| 3M | +4.0% | -28.1% | +32.1% | +4.8% |
| 6M | +13.2% | -41.0% | +54.1% | +14.4% |
| YTD | +41.9% | -57.3% | +99.2% | +44.6% |
| 1Y | +41.6% | -72.7% | +114.3% | +46.2% |
| 3Y | +64.0% | -18.6% | +82.6% | +59.2% |
| 5Y | +158.1% | -87.0% | +245.1% | +156.3% |
| All | +315.8% | -54.8% | +370.6% | +299.4% |
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