+39.4%
BP vs QS
-39.8%
+79.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +0.9% |
| 7D | +5.7% | -5.0% | +10.7% | +5.7% |
| 30D | +8.1% | -18.3% | +26.4% | +7.9% |
| 3M | +8.6% | -26.0% | +34.6% | +8.6% |
| 6M | +18.1% | -24.0% | +42.2% | +17.8% |
| YTD | +37.6% | -50.3% | +87.9% | +39.5% |
| 1Y | +39.4% | -38.0% | +77.4% | +43.8% |
| All | +39.4% | -39.8% | +79.2% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling