-11.0%
BA vs QS
-74.1%
+63.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.9% |
| 7D | 0.0% | +8.0% | -8.0% | -1.0% |
| 30D | -8.9% | -2.8% | -6.1% | -8.6% |
| 3M | -25.5% | -28.1% | +2.6% | -22.1% |
| 6M | -27.0% | -41.0% | +14.0% | -22.4% |
| YTD | -20.1% | -57.3% | +37.1% | -12.6% |
| 1Y | -11.0% | -72.7% | +61.7% | +9.8% |
| All | -11.0% | -74.1% | +63.1% | +9.8% |
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