-22.1%
BA vs QS
-86.5%
+64.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | 0.0% |
| 7D | +1.1% | +5.4% | -4.3% | +0.4% |
| 30D | -7.9% | -5.3% | -2.6% | -7.6% |
| 3M | -25.3% | -22.6% | -2.7% | -23.2% |
| 6M | -24.6% | -46.2% | +21.6% | -19.6% |
| YTD | -20.1% | -58.9% | +38.8% | -12.6% |
| 1Y | -11.8% | -73.1% | +61.3% | +1.5% |
| 3Y | -10.1% | -27.2% | +17.1% | -21.0% |
| All | -22.1% | -86.5% | +64.3% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling