+494.2%
FIX vs QS
-32.2%
+526.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.8% | -0.6% |
| 7D | +9.4% | -14.0% | +23.4% | +12.0% |
| 30D | -27.8% | -6.4% | -21.4% | -27.2% |
| 3M | -35.6% | -40.3% | +4.7% | -30.3% |
| 6M | -45.2% | -57.5% | +12.3% | -38.2% |
| YTD | +19.5% | -64.7% | +84.2% | +36.9% |
| 1Y | +24.2% | -72.9% | +97.1% | +46.7% |
| 3Y | +494.2% | -33.5% | +527.6% | +479.9% |
| All | +494.2% | -32.2% | +526.4% | +479.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling