+109.4%
BP vs QS
-88.0%
+197.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.4% | +6.9% | +1.7% |
| 7D | -0.8% | -5.0% | +4.2% | -0.6% |
| 30D | -3.1% | -1.4% | -1.7% | -3.2% |
| 3M | +6.2% | -33.6% | +39.8% | +7.6% |
| 6M | +4.8% | -47.6% | +52.4% | +6.9% |
| YTD | +35.2% | -59.6% | +94.8% | +39.3% |
| 1Y | +27.4% | -73.5% | +101.0% | +33.8% |
| 3Y | +49.8% | -23.0% | +72.8% | +42.6% |
| 5Y | +109.4% | -89.4% | +198.8% | +129.4% |
| All | +109.4% | -88.0% | +197.4% | +129.4% |
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