+112.6%
IR vs QS
-47.0%
+159.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.6% | +4.6% | -1.6% |
| 7D | -1.9% | -4.2% | +2.3% | -1.6% |
| 30D | -15.0% | -15.7% | +0.6% | -14.2% |
| 3M | -0.4% | -28.7% | +28.3% | +1.3% |
| 6M | -15.0% | -23.2% | +8.2% | -14.3% |
| YTD | -7.1% | -49.9% | +42.9% | -3.9% |
| 1Y | -7.5% | -38.8% | +31.3% | -6.4% |
| 3Y | +6.3% | -24.0% | +30.3% | +2.1% |
| 5Y | +37.3% | -75.6% | +112.9% | +33.6% |
| All | +112.6% | -47.0% | +159.6% | +114.3% |
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