+16.0%
D vs QS
-73.9%
+89.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.5% |
| 7D | -2.4% | -5.0% | +2.5% | -2.4% |
| 30D | +9.0% | -1.4% | +10.4% | +8.9% |
| 3M | +1.0% | -33.6% | +34.5% | +0.1% |
| 6M | +11.0% | -47.6% | +58.6% | +9.9% |
| YTD | +19.8% | -59.6% | +79.4% | +19.1% |
| 1Y | +16.0% | -73.5% | +89.5% | +15.6% |
| All | +16.0% | -73.9% | +89.8% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling