+5.2%
LOW vs QS
-74.9%
+80.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -3.7% | -3.6% | -0.1% | -3.5% |
| 30D | -8.9% | -17.2% | +8.4% | -7.5% |
| 3M | -10.4% | -27.0% | +16.6% | -8.6% |
| 6M | -19.4% | -24.6% | +5.2% | -18.4% |
| YTD | -17.1% | -49.3% | +32.2% | -13.6% |
| 1Y | -26.3% | -40.3% | +14.1% | -25.7% |
| 3Y | -9.9% | -23.8% | +13.9% | -17.8% |
| All | +5.2% | -74.9% | +80.1% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling