+189.8%
COST vs QS
-47.0%
+236.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.6% | +5.8% | -0.7% |
| 7D | -2.8% | -4.2% | +1.4% | -2.7% |
| 30D | -5.3% | -15.7% | +10.4% | -5.0% |
| 3M | -6.7% | -28.7% | +22.0% | -6.3% |
| 6M | -9.9% | -23.2% | +13.3% | -9.8% |
| YTD | +5.1% | -49.9% | +55.0% | +6.1% |
| 1Y | -7.3% | -38.8% | +31.5% | -7.2% |
| 3Y | +70.4% | -24.0% | +94.4% | +66.6% |
| 5Y | +104.4% | -75.6% | +180.0% | +100.1% |
| All | +189.8% | -47.0% | +236.8% | +196.7% |
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 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