+74.7%
B vs QS
-47.0%
+121.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.6% | +7.7% | +1.3% |
| 7D | +1.0% | -4.2% | +5.3% | +1.2% |
| 30D | +9.5% | -15.7% | +25.2% | +10.1% |
| 3M | +14.3% | -28.7% | +43.0% | +15.3% |
| 6M | -1.9% | -23.2% | +21.4% | -1.2% |
| YTD | +4.1% | -49.9% | +54.0% | +5.7% |
| 1Y | +56.1% | -38.8% | +94.9% | +58.1% |
| 3Y | +202.0% | -24.0% | +226.0% | +202.9% |
| 5Y | +158.8% | -75.6% | +234.4% | +157.7% |
| All | +74.7% | -47.0% | +121.7% | +73.9% |
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 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