+144.6%
F vs QS
-53.6%
+198.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.1% | -0.1% |
| 7D | -0.6% | +13.7% | -14.3% | -2.0% |
| 30D | +2.9% | -0.2% | +3.1% | +2.7% |
| 3M | -9.5% | -24.8% | +15.4% | -7.0% |
| 6M | +4.0% | -39.4% | +43.4% | +8.5% |
| YTD | -1.3% | -56.1% | +54.9% | +5.7% |
| 1Y | -1.9% | -72.5% | +70.6% | +9.7% |
| 3Y | +53.5% | -16.3% | +69.8% | +43.3% |
| 5Y | -15.1% | -87.6% | +72.4% | -14.5% |
| All | +144.6% | -53.6% | +198.2% | +149.5% |
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 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