+353.0%
XME vs QSR
+206.0%
+147.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | -0.2% | -2.4% | +2.1% | +0.7% |
| 30D | +1.4% | +5.7% | -4.3% | -1.1% |
| 3M | +2.7% | +6.9% | -4.2% | -0.7% |
| 6M | +6.5% | +6.9% | -0.4% | +2.1% |
| YTD | +15.2% | +14.9% | +0.3% | +6.6% |
| 1Y | +43.5% | +29.1% | +14.4% | +25.7% |
| 3Y | +135.9% | +26.1% | +109.7% | +105.3% |
| 5Y | +181.5% | +42.3% | +139.1% | +129.6% |
| 10Y | +436.9% | +134.0% | +302.9% | +236.7% |
| All | +353.0% | +206.0% | +147.1% | +156.8% |
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