+185.6%
F vs QS
-44.4%
+230.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +5.3% | -2.3% | +7.6% | +5.6% |
| 30D | +4.6% | -0.7% | +5.3% | +4.6% |
| 3M | -3.7% | -39.6% | +36.0% | +0.8% |
| 6M | +16.8% | -21.7% | +38.5% | +18.7% |
| YTD | +15.3% | -47.4% | +62.7% | +21.4% |
| 1Y | +31.0% | -28.4% | +59.4% | +32.0% |
| 3Y | +45.4% | -22.6% | +68.0% | +36.6% |
| 5Y | +54.7% | -75.6% | +130.3% | +50.9% |
| All | +185.6% | -44.4% | +230.0% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling