-65.4%
BAX vs QS
-62.6%
-2.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.2% | +5.4% | +0.4% |
| 7D | +0.1% | -14.0% | +14.1% | +0.5% |
| 30D | +4.1% | -6.4% | +10.4% | +4.3% |
| 3M | -4.5% | -40.3% | +35.7% | -3.1% |
| 6M | +49.2% | -57.5% | +106.7% | +52.6% |
| YTD | +35.2% | -64.7% | +99.9% | +38.7% |
| 1Y | +38.3% | -72.9% | +111.2% | +42.8% |
| 3Y | -19.0% | -33.5% | +14.4% | -20.2% |
| 5Y | -64.2% | -90.5% | +26.3% | -64.8% |
| All | -65.4% | -62.6% | -2.8% | -64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling