+40.6%
BP vs QS
-36.7%
+77.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.1% |
| 7D | +5.2% | -3.6% | +8.9% | +5.2% |
| 30D | +8.7% | -17.2% | +25.9% | +8.5% |
| 3M | +9.3% | -27.0% | +36.3% | +9.5% |
| 6M | +13.6% | -24.6% | +38.1% | +13.4% |
| YTD | +37.7% | -49.3% | +87.0% | +39.7% |
| 1Y | +40.6% | -40.3% | +81.0% | +44.7% |
| All | +40.6% | -36.7% | +77.3% | +44.7% |
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 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