+193.0%
C vs QS
-53.6%
+246.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.3% | +2.0% |
| 7D | -0.9% | +13.7% | -14.6% | -1.8% |
| 30D | -5.4% | -0.2% | -5.2% | -5.5% |
| 3M | -9.2% | -24.8% | +15.7% | -7.6% |
| 6M | -1.8% | -39.4% | +37.6% | +0.7% |
| YTD | +6.7% | -56.1% | +62.8% | +11.2% |
| 1Y | +23.5% | -72.5% | +96.0% | +32.2% |
| 3Y | +219.8% | -16.3% | +236.1% | +206.5% |
| 5Y | +112.4% | -87.6% | +200.0% | +111.7% |
| All | +193.0% | -53.6% | +246.6% | +185.2% |
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 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