-66.9%
BAX vs QS
-74.6%
+7.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.0% | -5.8% | -3.9% |
| 7D | -2.4% | +2.2% | -4.6% | -2.6% |
| 30D | -9.7% | -8.1% | -1.7% | -9.3% |
| 3M | +29.3% | -27.0% | +56.3% | +31.1% |
| 6M | +40.7% | -16.4% | +57.1% | +41.1% |
| YTD | +30.3% | -46.4% | +76.6% | +33.8% |
| 1Y | +3.4% | -41.1% | +44.5% | +4.3% |
| 3Y | -32.0% | -18.6% | -13.4% | -36.0% |
| 5Y | -66.9% | -73.0% | +6.2% | -68.4% |
| All | -66.9% | -74.6% | +7.7% | -68.4% |
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 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