+25.8%
C vs QS
-73.1%
+98.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.8% | +7.7% | +1.1% |
| 7D | +4.7% | -5.6% | +10.3% | +5.5% |
| 30D | +0.2% | -5.8% | +6.0% | +0.9% |
| 3M | -9.3% | -39.2% | +29.9% | -2.7% |
| 6M | -0.8% | -53.9% | +53.1% | +9.8% |
| YTD | +8.5% | -62.8% | +71.3% | +21.3% |
| All | +25.8% | -73.1% | +98.8% | +46.5% |
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