-10.1%
BA vs QS
-45.8%
+35.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.6% | +4.6% | -1.5% |
| 7D | -1.2% | -4.2% | +3.0% | -0.8% |
| 30D | -11.3% | -15.7% | +4.3% | -10.0% |
| 3M | -3.8% | -28.7% | +24.9% | -1.5% |
| 6M | -8.3% | -23.2% | +15.0% | -6.9% |
| YTD | -4.9% | -49.9% | +45.0% | -2.0% |
| 1Y | -10.1% | -38.8% | +28.7% | -5.3% |
| All | -10.1% | -45.8% | +35.7% | -5.3% |
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 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