+216.2%
ALL vs QS
-44.4%
+260.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | 0.0% | -2.3% | +2.3% | 0.0% |
| 30D | -1.5% | -0.7% | -0.8% | -1.5% |
| 3M | +23.6% | -39.6% | +63.3% | +24.0% |
| 6M | +22.3% | -21.7% | +44.1% | +22.3% |
| YTD | +26.5% | -47.4% | +73.9% | +27.0% |
| 1Y | +27.0% | -28.4% | +55.4% | +26.5% |
| 3Y | +149.6% | -22.6% | +172.2% | +145.2% |
| 5Y | +118.1% | -75.6% | +193.7% | +115.0% |
| All | +216.2% | -44.4% | +260.6% | +209.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling