+29.2%
ALL vs QS
-74.4%
+103.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.5% | -0.3% |
| 7D | +5.0% | -14.0% | +19.1% | +3.2% |
| 30D | +13.3% | -6.4% | +19.7% | +12.8% |
| 3M | +3.2% | -40.3% | +43.4% | -3.0% |
| 6M | +25.3% | -57.5% | +82.9% | +14.8% |
| YTD | +30.5% | -64.7% | +95.1% | +17.2% |
| 1Y | +29.2% | -72.9% | +102.1% | +15.9% |
| All | +29.2% | -74.4% | +103.6% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling