+166.8%
XLU vs QSR
+205.8%
-38.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.6% | -4.0% | +2.4% | -0.7% |
| 30D | -3.3% | +2.8% | -6.1% | -4.0% |
| 3M | -3.2% | +5.1% | -8.2% | -4.4% |
| 6M | -7.0% | +8.8% | -15.8% | -9.0% |
| YTD | +0.6% | +14.8% | -14.2% | -3.1% |
| 1Y | +2.4% | +25.7% | -23.3% | -3.6% |
| 3Y | +46.3% | +27.5% | +18.7% | +35.7% |
| 5Y | +44.0% | +41.3% | +2.7% | +29.1% |
| 10Y | +140.1% | +133.8% | +6.3% | +87.3% |
| All | +166.8% | +205.8% | -38.9% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling