+172.5%
NDAQ vs QS
-60.6%
+233.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.8% | +6.9% | -0.6% |
| 7D | +1.7% | -5.6% | +7.3% | +1.9% |
| 30D | +16.2% | -5.8% | +22.1% | +16.4% |
| 3M | +14.0% | -39.2% | +53.1% | +15.9% |
| 6M | +22.3% | -53.9% | +76.2% | +25.2% |
| YTD | +13.0% | -62.8% | +75.8% | +16.3% |
| 1Y | +24.0% | -73.5% | +97.5% | +29.1% |
| 3Y | +117.1% | -29.1% | +146.2% | +110.5% |
| 5Y | +67.5% | -90.0% | +157.5% | +64.6% |
| All | +172.5% | -60.6% | +233.1% | +182.4% |
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