+2,105.4%
FIX vs QS
-75.2%
+2,180.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.8% |
| 7D | +6.0% | -2.3% | +8.3% | +6.4% |
| 30D | -7.2% | -0.7% | -6.5% | -7.2% |
| 3M | -15.9% | -39.6% | +23.8% | -9.9% |
| 6M | +12.7% | -21.7% | +34.5% | +16.2% |
| YTD | +72.8% | -47.4% | +120.2% | +86.9% |
| 1Y | +122.9% | -28.4% | +151.3% | +129.7% |
| 3Y | +774.3% | -22.6% | +796.9% | +715.7% |
| All | +2,105.4% | -75.2% | +2,180.7% | +2,088.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling