+2.3%
BBY vs QS
-47.0%
+49.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.6% | +5.2% | -1.0% |
| 7D | +1.2% | -4.2% | +5.4% | +1.5% |
| 30D | +6.8% | -15.7% | +22.5% | +8.0% |
| 3M | +18.7% | -28.7% | +47.4% | +21.2% |
| 6M | +37.3% | -23.2% | +60.5% | +38.6% |
| YTD | +35.3% | -49.9% | +85.2% | +40.6% |
| 1Y | +20.7% | -38.8% | +59.5% | +22.4% |
| 3Y | +39.4% | -24.0% | +63.5% | +32.8% |
| 5Y | -1.5% | -75.6% | +74.1% | -4.5% |
| All | +2.3% | -47.0% | +49.3% | +9.3% |
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