+41.0%
XRT vs QS
-25.4%
+66.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.6% | +5.0% | -1.0% |
| 7D | -2.4% | -4.2% | +1.8% | -2.0% |
| 30D | -6.9% | -15.7% | +8.7% | -5.6% |
| 3M | -0.4% | -28.7% | +28.3% | +2.1% |
| 6M | +2.2% | -23.2% | +25.5% | +3.6% |
| YTD | -0.7% | -49.9% | +49.2% | +4.2% |
| 1Y | -2.0% | -38.8% | +36.8% | -0.8% |
| All | +41.0% | -25.4% | +66.4% | +28.2% |
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