+141.1%
BP vs QS
-74.8%
+215.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.6% | +8.4% | +2.0% |
| 7D | +4.0% | -4.2% | +8.2% | +4.1% |
| 30D | +7.8% | -15.7% | +23.5% | +8.5% |
| 3M | +8.4% | -28.7% | +37.1% | +9.5% |
| 6M | +15.1% | -23.2% | +38.3% | +15.5% |
| YTD | +36.4% | -49.9% | +86.3% | +39.5% |
| 1Y | +40.9% | -38.8% | +79.7% | +41.6% |
| 3Y | +38.8% | -24.0% | +62.9% | +32.9% |
| 5Y | +141.1% | -75.6% | +216.7% | +136.2% |
| All | +141.1% | -74.8% | +215.9% | +136.2% |
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 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