+124.3%
XME vs QSR
+25.8%
+98.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -4.2% | -4.0% | -0.2% | -3.3% |
| 30D | -2.7% | +2.8% | -5.5% | -3.4% |
| 3M | -3.9% | +5.1% | -9.0% | -5.4% |
| 6M | -1.0% | +8.8% | -9.8% | -4.4% |
| YTD | +9.8% | +14.8% | -5.0% | +3.7% |
| 1Y | +32.5% | +25.7% | +6.8% | +20.5% |
| 3Y | +124.3% | +27.5% | +96.8% | +96.0% |
| All | +124.3% | +25.8% | +98.5% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling