+46.3%
XLU vs QSR
+25.8%
+20.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.6% | -4.0% | +2.4% | -0.9% |
| 30D | -3.3% | +2.8% | -6.1% | -3.9% |
| 3M | -3.2% | +5.1% | -8.2% | -4.2% |
| 6M | -7.0% | +8.8% | -15.8% | -8.6% |
| YTD | +0.6% | +14.8% | -14.2% | -2.4% |
| 1Y | +2.4% | +25.7% | -23.3% | -2.8% |
| 3Y | +46.3% | +27.5% | +18.7% | +32.5% |
| All | +46.3% | +25.8% | +20.5% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling