+304.4%
FLEX vs QS
-20.8%
+325.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +6.8% | +5.2% | +10.8% |
| 7D | -7.2% | +13.7% | -20.8% | -9.3% |
| 30D | -34.8% | -0.2% | -34.5% | -34.8% |
| 3M | -35.6% | -24.8% | -10.7% | -32.4% |
| 6M | -45.0% | -39.4% | -5.6% | -40.5% |
| YTD | +29.4% | -56.1% | +85.5% | +44.9% |
| 1Y | +24.8% | -72.5% | +97.3% | +46.6% |
| 3Y | +304.4% | -16.3% | +320.7% | +290.6% |
| All | +304.4% | -20.8% | +325.2% | +290.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling