+176.2%
BP vs QS
-62.6%
+238.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.0% | +1.0% |
| 7D | +3.8% | -14.0% | +17.8% | +4.1% |
| 30D | -5.3% | -6.4% | +1.1% | -5.2% |
| 3M | +9.3% | -40.3% | +49.5% | +10.3% |
| 6M | +7.2% | -57.5% | +64.7% | +8.9% |
| YTD | +38.0% | -64.7% | +102.7% | +40.7% |
| 1Y | +33.2% | -72.9% | +106.1% | +36.7% |
| 3Y | +50.3% | -33.5% | +83.7% | +47.8% |
| 5Y | +114.1% | -90.5% | +204.6% | +112.1% |
| All | +176.2% | -62.6% | +238.8% | +164.8% |
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