+33.6%
XLY vs QS
-24.6%
+58.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | -1.7% | -3.6% | +2.0% | -1.4% |
| 30D | -4.2% | -17.2% | +13.1% | -2.7% |
| 3M | -2.7% | -27.0% | +24.3% | -0.5% |
| 6M | -0.6% | -24.6% | +23.9% | +0.9% |
| YTD | -5.0% | -49.3% | +44.3% | -0.9% |
| 1Y | -4.1% | -40.3% | +36.2% | -2.4% |
| 3Y | +33.6% | -23.8% | +57.4% | +25.7% |
| All | +33.6% | -24.6% | +58.2% | +25.7% |
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