-9.9%
LOW vs QS
-24.6%
+14.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -3.7% | -3.6% | -0.1% | -3.6% |
| 30D | -8.9% | -17.2% | +8.4% | -8.0% |
| 3M | -10.4% | -27.0% | +16.6% | -9.2% |
| 6M | -19.4% | -24.6% | +5.2% | -18.8% |
| YTD | -17.1% | -49.3% | +32.2% | -15.0% |
| 1Y | -26.3% | -40.3% | +14.1% | -26.2% |
| 3Y | -9.9% | -23.8% | +13.9% | -16.1% |
| All | -9.9% | -24.6% | +14.7% | -16.1% |
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