+55.5%
B vs QS
-54.8%
+110.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.6% | -3.5% | -6.0% |
| 7D | +7.1% | +8.0% | -0.9% | +6.8% |
| 30D | -3.3% | -2.8% | -0.5% | -3.3% |
| 3M | -2.5% | -28.1% | +25.6% | -1.6% |
| 6M | -7.2% | -41.0% | +33.7% | -5.9% |
| YTD | -7.4% | -57.3% | +49.9% | -5.5% |
| 1Y | +16.4% | -72.7% | +89.1% | +19.6% |
| 3Y | +178.7% | -18.6% | +197.4% | +180.9% |
| 5Y | +121.7% | -87.0% | +208.7% | +119.3% |
| All | +55.5% | -54.8% | +110.3% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling