+28.9%
ALL vs QS
-73.9%
+102.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | -0.2% |
| 7D | -2.6% | -5.0% | +2.4% | -3.0% |
| 30D | +12.7% | -1.4% | +14.1% | +12.7% |
| 3M | +0.4% | -33.6% | +34.0% | -4.5% |
| 6M | +23.8% | -47.6% | +71.4% | +15.9% |
| YTD | +27.8% | -59.6% | +87.4% | +16.5% |
| 1Y | +28.9% | -73.5% | +102.4% | +14.7% |
| All | +28.9% | -73.9% | +102.8% | +14.7% |
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