+75.3%
B vs QS
-44.4%
+119.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | -1.6% | -2.3% | +0.7% | -1.5% |
| 30D | +9.4% | -0.7% | +10.2% | +9.4% |
| 3M | +5.0% | -39.6% | +44.6% | +6.4% |
| 6M | -3.5% | -21.7% | +18.2% | -2.9% |
| YTD | +4.5% | -47.4% | +51.9% | +5.9% |
| 1Y | +67.8% | -28.4% | +96.1% | +69.4% |
| 3Y | +196.7% | -22.6% | +219.3% | +197.1% |
| 5Y | +151.9% | -75.6% | +227.5% | +150.3% |
| All | +75.3% | -44.4% | +119.7% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling