+22.5%
BA vs QS
-43.2%
+65.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | +2.5% | +2.2% | +0.3% | +2.3% |
| 30D | -10.1% | -8.1% | -2.0% | -9.5% |
| 3M | -2.4% | -27.0% | +24.6% | -0.3% |
| 6M | -8.8% | -16.4% | +7.6% | -8.2% |
| YTD | -2.9% | -46.4% | +43.4% | +0.9% |
| 1Y | -8.8% | -41.1% | +32.3% | -7.1% |
| 3Y | -0.3% | -18.6% | +18.4% | -6.6% |
| 5Y | -0.3% | -73.0% | +72.7% | -3.0% |
| All | +22.5% | -43.2% | +65.8% | +20.3% |
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