+173.5%
F vs QS
-43.2%
+216.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.0% | -6.2% | -4.4% |
| 7D | +1.2% | +2.2% | -1.0% | +0.9% |
| 30D | +1.2% | -8.1% | +9.3% | +2.1% |
| 3M | -5.7% | -27.0% | +21.4% | -3.1% |
| 6M | +17.9% | -16.4% | +34.4% | +19.1% |
| YTD | +10.4% | -46.4% | +56.8% | +16.0% |
| 1Y | +25.3% | -41.1% | +66.4% | +29.0% |
| 3Y | +37.5% | -18.6% | +56.1% | +28.5% |
| 5Y | +46.5% | -73.0% | +119.6% | +42.4% |
| All | +173.5% | -43.2% | +216.8% | +173.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling