+229.1%
C vs QS
-44.4%
+273.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | +3.6% | -2.3% | +5.9% | +3.8% |
| 30D | +0.1% | -0.7% | +0.8% | 0.0% |
| 3M | +2.4% | -39.6% | +42.1% | +5.3% |
| 6M | +24.9% | -21.7% | +46.6% | +26.1% |
| YTD | +19.8% | -47.4% | +67.2% | +23.6% |
| 1Y | +44.9% | -28.4% | +73.2% | +45.3% |
| 3Y | +263.0% | -22.6% | +285.6% | +248.8% |
| 5Y | +129.5% | -75.6% | +205.1% | +124.1% |
| All | +229.1% | -44.4% | +273.4% | +217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling