+798.3%
FLEX vs QS
-54.8%
+853.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | 0.0% | -2.4% |
| 7D | -13.6% | +8.0% | -21.6% | -14.3% |
| 30D | -36.5% | -2.8% | -33.7% | -36.3% |
| 3M | -36.4% | -28.1% | -8.3% | -34.4% |
| 6M | -46.5% | -41.0% | -5.5% | -43.8% |
| YTD | +25.9% | -57.3% | +83.2% | +35.3% |
| 1Y | +19.6% | -72.7% | +92.2% | +32.7% |
| 3Y | +287.0% | -18.6% | +305.7% | +277.4% |
| 5Y | +466.6% | -87.0% | +553.6% | +472.9% |
| All | +798.3% | -54.8% | +853.1% | +861.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling