+92.6%
NDAQ vs QS
-19.7%
+112.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.0% |
| 7D | -2.6% | +2.2% | -4.8% | -2.6% |
| 30D | +0.5% | -8.1% | +8.5% | +0.7% |
| 3M | +9.9% | -27.0% | +36.9% | +10.8% |
| 6M | +8.2% | -16.4% | +24.6% | +8.3% |
| YTD | -1.5% | -46.4% | +44.9% | 0.0% |
| 1Y | +1.3% | -41.1% | +42.4% | +1.9% |
| 3Y | +92.6% | -18.6% | +111.2% | +86.0% |
| All | +92.6% | -19.7% | +112.3% | +86.0% |
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