+100.5%
FLEX vs QS
-45.8%
+146.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.6% | +5.2% | +0.7% |
| 7D | +6.4% | -4.2% | +10.6% | +7.8% |
| 30D | -5.9% | -15.7% | +9.8% | -0.6% |
| 3M | -23.5% | -28.7% | +5.2% | -15.6% |
| 6M | +83.7% | -23.2% | +107.0% | +99.1% |
| YTD | +86.5% | -49.9% | +136.4% | +114.3% |
| 1Y | +100.5% | -38.8% | +139.3% | +133.7% |
| All | +100.5% | -45.8% | +146.3% | +133.7% |
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