+32.9%
XLV vs QS
-71.4%
+104.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.5% | -4.5% | +3.0% |
| 7D | +5.5% | +4.5% | +1.0% | +5.5% |
| 30D | +13.3% | -4.1% | +17.4% | +13.2% |
| 3M | +17.4% | -22.1% | +39.6% | +17.3% |
| 6M | +32.1% | -38.4% | +70.5% | +31.7% |
| YTD | +24.0% | -57.5% | +81.5% | +23.1% |
| 1Y | +32.9% | -71.3% | +104.2% | +31.2% |
| All | +32.9% | -71.4% | +104.3% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling