+1.0%
BAX vs QS
-39.8%
+40.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -5.4% | -5.0% | -0.5% | -5.2% |
| 30D | -12.4% | -18.3% | +5.9% | -11.4% |
| 3M | +19.1% | -26.0% | +45.1% | +20.2% |
| 6M | +38.6% | -24.0% | +62.7% | +38.9% |
| YTD | +26.7% | -50.3% | +77.0% | +28.2% |
| 1Y | +1.0% | -38.0% | +39.0% | -4.8% |
| All | +1.0% | -39.8% | +40.8% | -4.8% |
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