+30.8%
XLV vs QS
-24.6%
+55.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -3.6% | -3.6% | +0.1% | -3.5% |
| 30D | -1.8% | -17.2% | +15.4% | -1.4% |
| 3M | +7.8% | -27.0% | +34.8% | +8.4% |
| 6M | +9.1% | -24.6% | +33.7% | +9.4% |
| YTD | +7.7% | -49.3% | +57.1% | +9.0% |
| 1Y | +20.4% | -40.3% | +60.8% | +20.6% |
| 3Y | +30.8% | -23.8% | +54.6% | +26.1% |
| All | +30.8% | -24.6% | +55.3% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling