+198.7%
B vs QS
-19.7%
+218.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.7% |
| 7D | +2.3% | +2.2% | +0.1% | +2.1% |
| 30D | +1.4% | -8.1% | +9.4% | +2.2% |
| 3M | +12.2% | -27.0% | +39.2% | +15.1% |
| 6M | -2.1% | -16.4% | +14.3% | -0.8% |
| YTD | +2.9% | -46.4% | +49.3% | +7.6% |
| 1Y | +55.3% | -41.1% | +96.4% | +60.8% |
| 3Y | +198.7% | -18.6% | +217.3% | +189.6% |
| All | +198.7% | -19.7% | +218.4% | +189.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling