+70.3%
XLI vs QS
-24.6%
+94.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | +0.9% |
| 7D | -1.7% | -3.6% | +2.0% | -1.4% |
| 30D | -7.3% | -17.2% | +10.0% | -6.2% |
| 3M | -1.3% | -27.0% | +25.6% | +0.3% |
| 6M | +2.2% | -24.6% | +26.8% | +3.4% |
| YTD | +11.7% | -49.3% | +61.0% | +15.3% |
| 1Y | +14.3% | -40.3% | +54.6% | +15.9% |
| 3Y | +70.3% | -23.8% | +94.1% | +62.7% |
| All | +70.3% | -24.6% | +94.9% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling