+35.5%
XLV vs QSR
+40.5%
-5.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -3.6% | -4.0% | +0.5% | -2.5% |
| 30D | -1.8% | +2.8% | -4.6% | -2.6% |
| 3M | +7.8% | +5.1% | +2.7% | +6.2% |
| 6M | +9.1% | +8.8% | +0.3% | +6.2% |
| YTD | +7.7% | +14.8% | -7.1% | +3.0% |
| 1Y | +20.4% | +25.7% | -5.3% | +12.0% |
| 3Y | +30.8% | +27.5% | +3.2% | +18.9% |
| All | +35.5% | +40.5% | -5.1% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling