+81.4%
XRT vs QS
-44.4%
+125.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +0.8% | -2.3% | +3.1% | +1.0% |
| 30D | -4.2% | -0.7% | -3.5% | -4.2% |
| 3M | +5.1% | -39.6% | +44.7% | +9.3% |
| 6M | +2.4% | -21.7% | +24.1% | +3.6% |
| YTD | +3.2% | -47.4% | +50.6% | +7.9% |
| 1Y | +1.5% | -28.4% | +29.9% | +1.3% |
| 3Y | +40.6% | -22.6% | +63.2% | +30.9% |
| 5Y | -1.0% | -75.6% | +74.6% | -4.4% |
| All | +81.4% | -44.4% | +125.8% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling