+1,714.0%
BE vs QS
-47.4%
+1,761.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | +9.7% | -5.0% | +14.7% | +11.3% |
| 30D | +22.4% | -18.3% | +40.7% | +29.2% |
| 3M | +10.4% | -26.0% | +36.4% | +19.9% |
| 6M | +67.9% | -24.0% | +91.9% | +81.8% |
| YTD | +197.5% | -50.3% | +247.8% | +258.3% |
| 1Y | +310.6% | -38.0% | +348.5% | +372.2% |
| 3Y | +1,657.2% | -24.6% | +1,681.8% | +1,584.1% |
| 5Y | +1,218.2% | -75.4% | +1,293.6% | +1,389.6% |
| All | +1,714.0% | -47.4% | +1,761.4% | +2,282.9% |
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