+15.2%
D vs QS
-86.5%
+101.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -1.6% |
| 7D | +3.0% | +5.4% | -2.4% | +2.8% |
| 30D | +11.5% | -5.3% | +16.8% | +11.6% |
| 3M | +3.7% | -22.6% | +26.3% | +4.3% |
| 6M | +13.5% | -46.2% | +59.7% | +15.0% |
| YTD | +20.7% | -58.9% | +79.7% | +23.0% |
| 1Y | +18.2% | -73.1% | +91.3% | +22.0% |
| 3Y | +73.3% | -27.2% | +100.5% | +67.2% |
| All | +15.2% | -86.5% | +101.7% | +10.5% |
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