+6.5%
D vs QS
-74.6%
+81.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.5% |
| 7D | +0.8% | +2.2% | -1.4% | +0.7% |
| 30D | -0.7% | -8.1% | +7.3% | -0.6% |
| 3M | +2.1% | -27.0% | +29.1% | +2.7% |
| 6M | +6.8% | -16.4% | +23.3% | +6.9% |
| YTD | +16.5% | -46.4% | +62.9% | +17.8% |
| 1Y | +19.2% | -41.1% | +60.2% | +19.6% |
| 3Y | +61.9% | -18.6% | +80.5% | +56.8% |
| 5Y | +6.5% | -73.0% | +79.6% | +1.0% |
| All | +6.5% | -74.6% | +81.1% | +1.0% |
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