+107.2%
COST vs QS
-75.4%
+182.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | -2.5% | -5.0% | +2.5% | -2.3% |
| 30D | -4.4% | -18.3% | +13.9% | -3.8% |
| 3M | -8.1% | -26.0% | +17.9% | -7.3% |
| 6M | -9.2% | -24.0% | +14.8% | -8.9% |
| YTD | +5.1% | -50.3% | +55.4% | +7.3% |
| 1Y | -5.1% | -38.0% | +32.9% | -5.2% |
| 3Y | +70.4% | -24.6% | +95.0% | +60.3% |
| All | +107.2% | -75.4% | +182.5% | +97.0% |
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