+14.9%
XYL vs QSR
+25.8%
-10.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +1.2% | -4.0% | +5.2% | +2.2% |
| 30D | -11.9% | +2.8% | -14.7% | -12.7% |
| 3M | -1.5% | +5.1% | -6.6% | -3.0% |
| 6M | -11.9% | +8.8% | -20.7% | -14.3% |
| YTD | -20.6% | +14.8% | -35.4% | -24.1% |
| 1Y | -23.5% | +25.7% | -49.2% | -29.1% |
| 3Y | +14.9% | +27.5% | -12.7% | +3.1% |
| All | +14.9% | +25.8% | -10.9% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling