+91.7%
XRT vs QS
-57.3%
+149.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +0.4% |
| 7D | -1.4% | -5.0% | +3.5% | -1.0% |
| 30D | +9.8% | -1.4% | +11.2% | +9.8% |
| 3M | +3.3% | -33.6% | +36.9% | +6.9% |
| 6M | +13.6% | -47.6% | +61.2% | +19.3% |
| YTD | +9.1% | -59.6% | +68.7% | +16.6% |
| 1Y | +15.1% | -73.5% | +88.6% | +27.6% |
| 3Y | +59.9% | -23.0% | +83.0% | +49.0% |
| 5Y | -1.7% | -89.4% | +87.7% | -1.3% |
| All | +91.7% | -57.3% | +149.0% | +99.3% |
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