+1,961.4%
FIX vs QS
-54.8%
+2,016.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.4% |
| 7D | -13.9% | +8.0% | -22.0% | -14.6% |
| 30D | -35.5% | -2.8% | -32.7% | -35.4% |
| 3M | -33.9% | -28.1% | -5.8% | -32.0% |
| 6M | -43.3% | -41.0% | -2.3% | -40.9% |
| YTD | +18.7% | -57.3% | +76.0% | +26.6% |
| 1Y | +13.8% | -72.7% | +86.4% | +25.4% |
| 3Y | +495.0% | -18.6% | +513.6% | +479.7% |
| 5Y | +1,049.0% | -87.0% | +1,136.0% | +1,068.5% |
| All | +1,961.4% | -54.8% | +2,016.2% | +2,040.6% |
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 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