+25.0%
FLEX vs QS
-71.4%
+96.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +7.5% | -19.9% | -15.9% |
| 7D | -17.0% | +4.5% | -21.5% | -19.1% |
| 30D | -33.8% | -4.1% | -29.7% | -32.9% |
| 3M | -39.0% | -22.1% | -16.9% | -31.8% |
| 6M | -15.9% | -38.4% | +22.5% | +3.7% |
| YTD | +27.8% | -57.5% | +85.3% | +75.5% |
| 1Y | +25.0% | -71.3% | +96.3% | +100.5% |
| All | +25.0% | -71.4% | +96.4% | +100.5% |
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 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