-6.1%
F vs QS
-74.4%
+68.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.2% | +1.0% |
| 7D | -3.1% | -14.0% | +10.9% | -0.6% |
| 30D | 0.0% | -6.4% | +6.4% | +0.8% |
| 3M | -13.2% | -40.3% | +27.0% | -5.5% |
| 6M | -10.2% | -57.5% | +47.3% | +3.1% |
| YTD | -4.9% | -64.7% | +59.7% | +10.7% |
| 1Y | -6.1% | -72.9% | +66.8% | +13.3% |
| All | -6.1% | -74.4% | +68.4% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling