+23.4%
BA vs QS
-44.4%
+67.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | +1.2% | -2.3% | +3.5% | +1.4% |
| 30D | -11.6% | -0.7% | -10.9% | -11.7% |
| 3M | -2.4% | -39.6% | +37.3% | +1.2% |
| 6M | -6.6% | -21.7% | +15.1% | -5.5% |
| YTD | -2.2% | -47.4% | +45.2% | +1.8% |
| 1Y | -8.0% | -28.4% | +20.3% | -8.0% |
| 3Y | -5.0% | -22.6% | +17.6% | -10.7% |
| 5Y | -2.7% | -75.6% | +72.9% | -5.0% |
| All | +23.4% | -44.4% | +67.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling