+173.7%
BP vs QS
-60.6%
+234.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.8% | +9.1% | +1.4% |
| 7D | +2.5% | -5.6% | +8.1% | +2.6% |
| 30D | -5.6% | -5.8% | +0.2% | -5.5% |
| 3M | +8.0% | -39.2% | +47.2% | +9.1% |
| 6M | +5.7% | -53.9% | +59.6% | +7.2% |
| YTD | +36.8% | -62.8% | +99.6% | +39.3% |
| 1Y | +30.7% | -73.5% | +104.2% | +34.2% |
| 3Y | +51.6% | -29.1% | +80.7% | +48.9% |
| 5Y | +112.2% | -90.0% | +202.2% | +110.0% |
| All | +173.7% | -60.6% | +234.4% | +162.2% |
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