+73.2%
XRT vs QS
-47.4%
+120.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -3.6% | -5.0% | +1.4% | -3.1% |
| 30D | -6.7% | -18.3% | +11.6% | -5.0% |
| 3M | -1.4% | -26.0% | +24.6% | +0.8% |
| 6M | +1.7% | -24.0% | +25.7% | +3.2% |
| YTD | -1.5% | -50.3% | +48.8% | +3.5% |
| 1Y | -2.5% | -38.0% | +35.5% | -1.1% |
| 3Y | +39.9% | -24.6% | +64.5% | +30.6% |
| 5Y | -2.6% | -75.4% | +72.8% | -5.7% |
| All | +73.2% | -47.4% | +120.6% | +77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling