+269.3%
C vs QS
-19.7%
+289.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | +3.2% | +2.2% | +1.0% | +3.0% |
| 30D | +1.3% | -8.1% | +9.3% | +2.0% |
| 3M | +3.1% | -27.0% | +30.1% | +5.4% |
| 6M | +29.6% | -16.4% | +46.1% | +30.4% |
| YTD | +19.0% | -46.4% | +65.3% | +23.6% |
| 1Y | +45.6% | -41.1% | +86.7% | +48.5% |
| 3Y | +269.3% | -18.6% | +287.9% | +244.0% |
| All | +269.3% | -19.7% | +289.0% | +244.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling