+30.0%
IR vs QS
-20.8%
+50.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.8% | -2.1% | +4.1% |
| 7D | +5.0% | +13.7% | -8.7% | +3.9% |
| 30D | +10.3% | -0.2% | +10.5% | +10.2% |
| 3M | -0.1% | -24.8% | +24.8% | +2.0% |
| 6M | +14.8% | -39.4% | +54.1% | +18.4% |
| YTD | +9.7% | -56.1% | +65.9% | +15.7% |
| 1Y | +12.2% | -72.5% | +84.7% | +22.3% |
| 3Y | +30.0% | -16.3% | +46.3% | +23.9% |
| All | +30.0% | -20.8% | +50.8% | +23.9% |
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