+195.3%
B vs QS
-20.8%
+216.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.8% | -2.6% | +3.5% |
| 7D | +11.3% | +13.7% | -2.4% | +9.8% |
| 30D | +2.9% | -0.2% | +3.2% | +2.8% |
| 3M | -2.9% | -24.8% | +22.0% | -0.2% |
| 6M | -1.2% | -39.4% | +38.2% | +3.2% |
| YTD | -1.3% | -56.1% | +54.8% | +5.1% |
| 1Y | +30.4% | -72.5% | +102.9% | +42.7% |
| 3Y | +195.3% | -16.3% | +211.6% | +195.1% |
| All | +195.3% | -20.8% | +216.1% | +195.1% |
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