+253.9%
XLI vs QSR
+135.2%
+118.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | -1.7% | -4.0% | +2.3% | -0.1% |
| 30D | -7.3% | +2.8% | -10.0% | -8.3% |
| 3M | -1.3% | +5.1% | -6.4% | -3.6% |
| 6M | +2.2% | +8.8% | -6.6% | -1.8% |
| YTD | +11.7% | +14.8% | -3.1% | +4.7% |
| 1Y | +14.3% | +25.7% | -11.5% | +3.0% |
| 3Y | +70.3% | +27.5% | +42.8% | +49.6% |
| 5Y | +82.3% | +41.3% | +41.1% | +51.5% |
| All | +253.9% | +135.2% | +118.7% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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