+1,230.3%
FLEX vs QS
-47.0%
+1,277.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.6% | +5.2% | -0.8% |
| 7D | +6.4% | -4.2% | +10.6% | +6.8% |
| 30D | -5.9% | -15.7% | +9.8% | -4.3% |
| 3M | -23.5% | -28.7% | +5.2% | -21.0% |
| 6M | +83.7% | -23.2% | +107.0% | +88.5% |
| YTD | +86.5% | -49.9% | +136.4% | +97.3% |
| 1Y | +100.5% | -38.8% | +139.3% | +107.4% |
| 3Y | +469.8% | -24.0% | +493.9% | +454.0% |
| 5Y | +725.7% | -75.6% | +801.3% | +717.2% |
| All | +1,230.3% | -47.0% | +1,277.3% | +1,302.4% |
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 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