+139.9%
F vs QS
-54.8%
+194.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.6% |
| 7D | -0.2% | +8.0% | -8.3% | -1.1% |
| 30D | +0.9% | -2.8% | +3.7% | +1.0% |
| 3M | -11.3% | -28.1% | +16.8% | -8.5% |
| 6M | +2.0% | -41.0% | +43.0% | +6.7% |
| YTD | -3.2% | -57.3% | +54.1% | +4.0% |
| 1Y | -3.5% | -72.7% | +69.2% | +8.1% |
| 3Y | +48.1% | -18.6% | +66.7% | +38.7% |
| 5Y | -13.5% | -87.0% | +73.5% | -12.8% |
| All | +139.9% | -54.8% | +194.7% | +145.4% |
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