+68.8%
XLU vs QS
-46.4%
+115.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -1.6% | -3.6% | +2.0% | -1.6% |
| 30D | -3.3% | -17.2% | +13.9% | -3.1% |
| 3M | -3.2% | -27.0% | +23.8% | -2.8% |
| 6M | -7.0% | -24.6% | +17.6% | -6.8% |
| YTD | +0.6% | -49.3% | +50.0% | +1.3% |
| 1Y | +2.4% | -40.3% | +42.8% | +2.8% |
| 3Y | +46.3% | -23.8% | +70.1% | +44.8% |
| 5Y | +44.0% | -75.0% | +118.9% | +42.0% |
| All | +68.8% | -46.4% | +115.2% | +70.0% |
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