+69.3%
XLU vs QS
-47.4%
+116.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | -1.2% | -5.0% | +3.8% | -1.1% |
| 30D | -2.5% | -18.3% | +15.8% | -2.3% |
| 3M | -2.7% | -26.0% | +23.3% | -2.4% |
| 6M | -7.5% | -24.0% | +16.6% | -7.3% |
| YTD | +0.9% | -50.3% | +51.2% | +1.7% |
| 1Y | +3.3% | -38.0% | +41.3% | +3.6% |
| 3Y | +47.3% | -24.6% | +71.9% | +45.8% |
| 5Y | +44.4% | -75.4% | +119.8% | +42.5% |
| All | +69.3% | -47.4% | +116.7% | +70.6% |
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