+14.5%
FIX vs QS
-73.4%
+87.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.8% | +2.6% | +7.0% |
| 7D | -7.2% | +13.7% | -20.9% | -11.4% |
| 30D | -35.1% | -0.2% | -34.9% | -35.2% |
| 3M | -34.3% | -24.8% | -9.4% | -27.3% |
| 6M | -42.9% | -39.4% | -3.5% | -33.3% |
| YTD | +19.5% | -56.1% | +75.6% | +53.4% |
| All | +14.5% | -73.4% | +87.9% | +79.7% |
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