-1.6%
NDAQ vs QS
-39.8%
+38.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -2.3% |
| 7D | -6.8% | -5.0% | -1.8% | -6.7% |
| 30D | -3.2% | -18.3% | +15.1% | -3.0% |
| 3M | +6.5% | -26.0% | +32.5% | +6.7% |
| 6M | +5.7% | -24.0% | +29.8% | +5.7% |
| YTD | -4.6% | -50.3% | +45.7% | -4.2% |
| 1Y | -1.6% | -38.0% | +36.4% | +5.6% |
| All | -1.6% | -39.8% | +38.2% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling