+14.4%
FIX vs QS
-71.4%
+85.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +7.5% | -22.6% | -17.5% |
| 7D | -18.9% | +4.5% | -23.4% | -20.3% |
| 30D | -36.3% | -4.1% | -32.2% | -35.6% |
| 3M | -38.5% | -22.1% | -16.4% | -33.3% |
| 6M | -42.3% | -38.4% | -3.9% | -33.5% |
| YTD | +17.1% | -57.5% | +74.6% | +50.3% |
| 1Y | +14.4% | -71.3% | +85.7% | +68.0% |
| All | +14.4% | -71.4% | +85.8% | +68.0% |
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