-27.6%
BA vs QS
-50.3%
+22.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.8% | +6.1% | -1.0% |
| 7D | -0.6% | -5.6% | +5.0% | -0.1% |
| 30D | -8.0% | -5.8% | -2.2% | -7.6% |
| 3M | -25.8% | -39.2% | +13.4% | -21.3% |
| 6M | -27.6% | -53.9% | +26.3% | -21.4% |
| All | -27.6% | -50.3% | +22.7% | -21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling