+130.7%
C vs QS
-75.2%
+205.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +3.6% | -2.3% | +5.9% | +3.9% |
| 30D | +0.1% | -0.7% | +0.8% | 0.0% |
| 3M | +2.4% | -39.6% | +42.1% | +7.0% |
| 6M | +24.9% | -21.7% | +46.6% | +26.7% |
| YTD | +19.8% | -47.4% | +67.2% | +25.9% |
| 1Y | +44.9% | -28.4% | +73.2% | +44.9% |
| 3Y | +263.0% | -22.6% | +285.6% | +234.9% |
| All | +130.7% | -75.2% | +205.9% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling