+143.0%
F vs QS
-56.5%
+199.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.9% | -1.1% |
| 7D | +1.6% | +5.4% | -3.9% | +0.9% |
| 30D | +2.6% | -5.3% | +7.9% | +3.0% |
| 3M | -8.8% | -22.6% | +13.8% | -6.6% |
| 6M | +4.6% | -46.2% | +50.8% | +10.4% |
| YTD | -1.9% | -58.9% | +57.0% | +5.8% |
| 1Y | -0.8% | -73.1% | +72.3% | +11.3% |
| 3Y | +43.5% | -27.2% | +70.7% | +35.9% |
| 5Y | -12.1% | -86.2% | +74.1% | -11.3% |
| All | +143.0% | -56.5% | +199.6% | +149.6% |
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