+148.0%
ALL vs QS
-88.0%
+236.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.8% | -7.2% | -0.4% |
| 7D | -3.9% | +13.7% | -17.5% | -4.0% |
| 30D | +10.6% | -0.2% | +10.8% | +10.6% |
| 3M | -4.6% | -24.8% | +20.3% | -4.4% |
| 6M | +20.2% | -39.4% | +59.6% | +20.5% |
| YTD | +23.7% | -56.1% | +79.8% | +24.7% |
| 1Y | +27.9% | -72.5% | +100.4% | +30.3% |
| 3Y | +109.2% | -16.3% | +125.5% | +99.0% |
| 5Y | +148.0% | -87.6% | +235.6% | +154.9% |
| All | +148.0% | -88.0% | +236.0% | +154.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling