+8.5%
IR vs QS
-19.7%
+28.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.8% |
| 7D | +0.6% | +2.2% | -1.6% | +0.4% |
| 30D | -13.6% | -8.1% | -5.6% | -13.0% |
| 3M | +3.7% | -27.0% | +30.7% | +6.0% |
| 6M | -13.1% | -16.4% | +3.4% | -12.6% |
| YTD | -5.1% | -46.4% | +41.2% | -1.2% |
| 1Y | -6.5% | -41.1% | +34.6% | -5.0% |
| 3Y | +8.5% | -18.6% | +27.1% | +0.9% |
| All | +8.5% | -19.7% | +28.2% | +0.9% |
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