+197.9%
C vs QS
-62.6%
+260.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.1% | +0.3% |
| 7D | +4.2% | -14.0% | +18.2% | +5.1% |
| 30D | +2.0% | -6.4% | +8.3% | +2.3% |
| 3M | -10.1% | -40.3% | +30.1% | -7.3% |
| 6M | +1.0% | -57.5% | +58.5% | +6.0% |
| YTD | +8.5% | -64.7% | +73.2% | +14.6% |
| 1Y | +25.7% | -72.9% | +98.6% | +34.9% |
| 3Y | +216.0% | -33.5% | +249.4% | +207.2% |
| 5Y | +112.3% | -90.5% | +202.8% | +114.8% |
| All | +197.9% | -62.6% | +260.6% | +194.0% |
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