+69.8%
XLV vs QS
-47.4%
+117.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -4.4% | -5.0% | +0.6% | -4.3% |
| 30D | -1.4% | -18.3% | +16.9% | -1.0% |
| 3M | +8.9% | -26.0% | +34.9% | +9.4% |
| 6M | +9.1% | -24.0% | +33.1% | +9.4% |
| YTD | +7.9% | -50.3% | +58.2% | +9.1% |
| 1Y | +22.7% | -38.0% | +60.7% | +23.0% |
| 3Y | +31.9% | -24.6% | +56.5% | +29.5% |
| 5Y | +34.9% | -75.4% | +110.3% | +32.8% |
| All | +69.8% | -47.4% | +117.2% | +73.0% |
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