+15.3%
D vs QS
-45.8%
+61.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.6% | +4.9% | -1.7% |
| 7D | -0.4% | -4.2% | +3.8% | -0.5% |
| 30D | -2.1% | -15.7% | +13.6% | -2.1% |
| 3M | -0.7% | -28.7% | +27.9% | -0.8% |
| 6M | +5.6% | -23.2% | +28.8% | +5.3% |
| YTD | +14.6% | -49.9% | +64.5% | +15.0% |
| 1Y | +15.3% | -38.8% | +54.2% | +15.7% |
| All | +15.3% | -45.8% | +61.1% | +15.7% |
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 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