+832.3%
FLEX vs QS
-57.3%
+889.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.4% | +9.2% | +4.3% |
| 7D | +2.2% | -5.0% | +7.2% | +2.9% |
| 30D | -32.6% | -1.4% | -31.2% | -32.5% |
| 3M | -35.5% | -33.6% | -1.9% | -32.9% |
| 6M | -45.6% | -47.6% | +2.0% | -42.3% |
| YTD | +30.7% | -59.6% | +90.3% | +41.2% |
| 1Y | +28.4% | -73.5% | +101.9% | +42.9% |
| 3Y | +301.7% | -23.0% | +324.7% | +293.8% |
| 5Y | +473.3% | -89.4% | +562.7% | +483.7% |
| All | +832.3% | -57.3% | +889.6% | +903.5% |
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 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