+128.7%
NDAQ vs QS
-46.4%
+175.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -5.6% | -3.6% | -1.9% | -5.4% |
| 30D | -4.4% | -17.2% | +12.9% | -3.7% |
| 3M | +5.9% | -27.0% | +32.8% | +6.8% |
| 6M | +7.7% | -24.6% | +32.3% | +8.3% |
| YTD | -5.2% | -49.3% | +44.2% | -3.4% |
| 1Y | -3.4% | -40.3% | +37.0% | -2.8% |
| 3Y | +85.6% | -23.8% | +109.4% | +79.6% |
| 5Y | +49.5% | -75.0% | +124.4% | +45.6% |
| All | +128.7% | -46.4% | +175.1% | +134.6% |
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