+1,796.5%
FIX vs QS
-56.5%
+1,853.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.1% | +1.3% | +5.1% |
| 7D | -17.5% | +5.4% | -22.9% | -17.9% |
| 30D | -41.6% | -5.3% | -36.3% | -41.4% |
| 3M | -40.6% | -22.6% | -18.0% | -39.3% |
| 6M | -49.4% | -46.2% | -3.2% | -46.8% |
| YTD | +9.2% | -58.9% | +68.1% | +16.9% |
| 1Y | +6.5% | -73.1% | +79.5% | +17.5% |
| 3Y | +448.7% | -27.2% | +475.9% | +438.7% |
| 5Y | +948.7% | -86.2% | +1,034.9% | +967.5% |
| All | +1,796.5% | -56.5% | +1,853.1% | +1,876.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling