+45.6%
C vs QS
-44.4%
+90.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | +3.2% | +2.2% | +1.0% | +2.9% |
| 30D | +1.3% | -8.1% | +9.3% | +2.1% |
| 3M | +3.1% | -27.0% | +30.1% | +5.8% |
| 6M | +29.6% | -16.4% | +46.1% | +30.4% |
| YTD | +19.0% | -46.4% | +65.3% | +23.3% |
| 1Y | +45.6% | -41.1% | +86.7% | +54.7% |
| All | +45.6% | -44.4% | +90.1% | +54.7% |
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