+153.7%
ALL vs QS
-19.7%
+173.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.3% |
| 7D | -1.7% | +2.2% | -3.9% | -1.7% |
| 30D | -4.7% | -8.1% | +3.4% | -4.8% |
| 3M | +18.4% | -27.0% | +45.4% | +17.9% |
| 6M | +20.5% | -16.4% | +36.9% | +20.2% |
| YTD | +23.5% | -46.4% | +69.9% | +22.9% |
| 1Y | +29.0% | -41.1% | +70.1% | +28.2% |
| 3Y | +153.7% | -18.6% | +172.3% | +156.1% |
| All | +153.7% | -19.7% | +173.4% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling