+56.1%
B vs QS
-45.8%
+101.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.6% | +7.7% | +2.5% |
| 7D | +1.0% | -4.2% | +5.3% | +1.9% |
| 30D | +9.5% | -15.7% | +25.2% | +13.4% |
| 3M | +14.3% | -28.7% | +43.0% | +21.5% |
| 6M | -1.9% | -23.2% | +21.4% | +2.6% |
| YTD | +4.1% | -49.9% | +54.0% | +15.9% |
| 1Y | +56.1% | -38.8% | +94.9% | +59.9% |
| All | +56.1% | -45.8% | +101.9% | +59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling