+187.1%
XLV vs QSR
+205.8%
-18.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| YTD | +7.7% | +14.8% | -7.1% | +3.2% |
| 1Y | +20.4% | +25.7% | -5.3% | +12.4% |
| 3Y | +30.8% | +27.5% | +3.2% | +20.2% |
| 5Y | +34.6% | +41.3% | -6.6% | +19.2% |
| 10Y | +173.4% | +133.8% | +39.6% | +101.5% |
| All | +187.1% | +205.8% | -18.7% | +96.3% |
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 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