+448.7%
FIX vs QS
-30.4%
+479.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.1% | +1.3% | +4.8% |
| 7D | -17.5% | +5.4% | -22.9% | -18.2% |
| 30D | -41.6% | -5.3% | -36.3% | -41.2% |
| 3M | -40.6% | -22.6% | -18.0% | -38.4% |
| 6M | -49.4% | -46.2% | -3.2% | -44.9% |
| YTD | +9.2% | -58.9% | +68.1% | +22.2% |
| 1Y | +6.5% | -73.1% | +79.5% | +24.9% |
| 3Y | +448.7% | -27.2% | +475.9% | +425.5% |
| All | +448.7% | -30.4% | +479.1% | +425.5% |
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