+141.8%
XLI vs QS
-47.4%
+189.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | -2.3% | -5.0% | +2.7% | -2.1% |
| 30D | -8.2% | -18.3% | +10.1% | -7.3% |
| 3M | +0.8% | -26.0% | +26.8% | +1.9% |
| 6M | +0.8% | -24.0% | +24.9% | +1.7% |
| YTD | +10.5% | -50.3% | +60.8% | +13.3% |
| 1Y | +14.1% | -38.0% | +52.1% | +15.2% |
| 3Y | +68.6% | -24.6% | +93.2% | +63.8% |
| 5Y | +80.4% | -75.4% | +155.8% | +76.8% |
| All | +141.8% | -47.4% | +189.2% | +144.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling