+40.6%
BBY vs QS
-26.0%
+66.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.1% |
| 7D | +0.7% | -5.0% | +5.6% | +1.2% |
| 30D | +5.8% | -18.3% | +24.1% | +7.8% |
| 3M | +18.0% | -26.0% | +44.0% | +20.8% |
| 6M | +39.8% | -24.0% | +63.9% | +41.6% |
| YTD | +35.4% | -50.3% | +85.7% | +42.8% |
| 1Y | +21.4% | -38.0% | +59.4% | +23.2% |
| All | +40.6% | -26.0% | +66.6% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling