+1,874.3%
BE vs QS
-22.5%
+1,896.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -5.4% | +18.4% | +14.9% |
| 7D | +4.5% | -5.0% | +9.5% | +6.7% |
| 30D | -20.1% | -1.4% | -18.7% | -19.8% |
| 3M | -0.8% | -33.6% | +32.8% | +14.1% |
| 6M | -26.2% | -47.6% | +21.3% | -8.2% |
| YTD | +141.1% | -59.6% | +200.7% | +221.6% |
| 1Y | +64.8% | -73.5% | +138.4% | +146.4% |
| All | +1,874.3% | -22.5% | +1,896.7% | +1,747.7% |
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