-24.5%
XYL vs QSR
+33.2%
-57.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -5.0% | +2.4% | -7.5% | -5.4% |
| 30D | -13.2% | +7.6% | -20.8% | -14.1% |
| 3M | -3.7% | +12.6% | -16.3% | -5.2% |
| 6M | -17.7% | +14.4% | -32.1% | -19.4% |
| YTD | -21.5% | +19.6% | -41.1% | -23.8% |
| 1Y | -24.5% | +33.9% | -58.4% | -27.1% |
| All | -24.5% | +33.2% | -57.7% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling