+1,227.8%
BE vs QS
-74.8%
+1,302.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.6% | +3.8% | -0.2% |
| 7D | +23.9% | -4.2% | +28.2% | +26.2% |
| 30D | +27.8% | -15.7% | +43.5% | +37.0% |
| 3M | +3.7% | -28.7% | +32.4% | +19.3% |
| 6M | +78.0% | -23.2% | +101.2% | +98.8% |
| YTD | +209.9% | -49.9% | +259.8% | +307.5% |
| 1Y | +389.6% | -38.8% | +428.4% | +496.7% |
| 3Y | +1,730.6% | -24.0% | +1,754.6% | +1,434.9% |
| 5Y | +1,227.8% | -75.6% | +1,303.4% | +1,521.9% |
| All | +1,227.8% | -74.8% | +1,302.6% | +1,521.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling