-1.7%
XRT vs QS
-73.0%
+71.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.4% |
| 7D | -0.3% | +2.2% | -2.4% | -0.6% |
| 30D | -5.6% | -8.1% | +2.4% | -4.6% |
| 3M | +2.5% | -27.0% | +29.6% | +6.4% |
| 6M | +3.7% | -16.4% | +20.1% | +4.5% |
| YTD | +1.0% | -46.4% | +47.3% | +8.0% |
| 1Y | -1.2% | -41.1% | +39.9% | +1.1% |
| 3Y | +43.4% | -18.6% | +62.0% | +22.2% |
| All | -1.7% | -73.0% | +71.3% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling