+9.6%
D vs QS
-44.4%
+54.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | +1.5% | -2.3% | +3.8% | +1.5% |
| 30D | -2.6% | -0.7% | -1.9% | -2.6% |
| 3M | 0.0% | -39.6% | +39.7% | +0.4% |
| 6M | +7.4% | -21.7% | +29.1% | +7.4% |
| YTD | +15.9% | -47.4% | +63.3% | +16.4% |
| 1Y | +18.1% | -28.4% | +46.5% | +18.1% |
| 3Y | +58.4% | -22.6% | +81.0% | +56.8% |
| 5Y | +5.2% | -75.6% | +80.8% | +3.5% |
| All | +9.6% | -44.4% | +54.0% | +7.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling