+128.4%
INTC vs QS
-47.4%
+175.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.5% |
| 7D | +9.4% | -5.0% | +14.4% | +10.0% |
| 30D | +2.7% | -18.3% | +21.0% | +4.8% |
| 3M | -6.3% | -26.0% | +19.7% | -3.4% |
| 6M | +114.5% | -24.0% | +138.5% | +120.1% |
| YTD | +171.9% | -50.3% | +222.2% | +189.3% |
| 1Y | +305.0% | -38.0% | +343.0% | +320.7% |
| 3Y | +168.3% | -24.6% | +192.9% | +161.4% |
| 5Y | +102.3% | -75.4% | +177.7% | +101.0% |
| All | +128.4% | -47.4% | +175.9% | +137.2% |
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