+1,247.3%
BE vs QS
-62.6%
+1,309.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.2% | +0.2% | -3.5% |
| 7D | +10.8% | -14.0% | +24.8% | +15.4% |
| 30D | -19.8% | -6.4% | -13.4% | -18.4% |
| 3M | -18.7% | -40.3% | +21.5% | -6.5% |
| 6M | -33.7% | -57.5% | +23.8% | -16.4% |
| YTD | +121.0% | -64.7% | +185.6% | +192.2% |
| 1Y | +85.4% | -72.9% | +158.3% | +163.0% |
| 3Y | +1,709.5% | -33.5% | +1,743.0% | +1,711.2% |
| 5Y | +462.2% | -90.5% | +552.7% | +644.7% |
| All | +1,247.3% | -62.6% | +1,309.9% | +1,843.0% |
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