+208.9%
ALL vs QS
-47.0%
+255.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.6% | +6.7% | +0.1% |
| 7D | -2.2% | -4.2% | +2.0% | -2.2% |
| 30D | -5.6% | -15.7% | +10.1% | -5.5% |
| 3M | +17.2% | -28.7% | +45.9% | +17.5% |
| 6M | +23.2% | -23.2% | +46.5% | +23.2% |
| YTD | +23.6% | -49.9% | +73.5% | +24.1% |
| 1Y | +29.2% | -38.8% | +68.0% | +29.0% |
| 3Y | +153.8% | -24.0% | +177.8% | +149.3% |
| 5Y | +116.1% | -75.6% | +191.7% | +113.0% |
| All | +208.9% | -47.0% | +255.9% | +202.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling