+88.2%
XRT vs QS
-60.6%
+148.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.8% | +6.0% | -1.1% |
| 7D | -0.4% | -5.6% | +5.2% | 0.0% |
| 30D | +7.5% | -5.8% | +13.3% | +8.0% |
| 3M | +2.3% | -39.2% | +41.5% | +6.8% |
| 6M | +12.8% | -53.9% | +66.8% | +19.9% |
| YTD | +7.1% | -62.8% | +69.8% | +15.3% |
| 1Y | +12.3% | -73.5% | +85.8% | +24.5% |
| 3Y | +57.0% | -29.1% | +86.1% | +47.3% |
| 5Y | -4.3% | -90.0% | +85.7% | -3.3% |
| All | +88.2% | -60.6% | +148.8% | +97.0% |
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 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