+16.3%
FIX vs QS
-75.8%
+92.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.8% | +5.0% | 0.0% |
| 7D | +17.0% | -5.6% | +22.6% | +19.3% |
| 30D | -30.6% | -5.8% | -24.8% | -29.6% |
| 3M | -35.0% | -39.2% | +4.2% | -22.5% |
| 6M | -44.0% | -53.9% | +10.0% | -26.9% |
| YTD | +21.1% | -62.8% | +83.9% | +66.5% |
| 1Y | +16.3% | -73.5% | +89.8% | +92.8% |
| All | +16.3% | -75.8% | +92.0% | +92.8% |
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