+567.8%
NET vs QS
-55.0%
+622.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.5% | -10.1% | -4.1% |
| 7D | -16.4% | +4.5% | -20.8% | -17.1% |
| 30D | -25.8% | -4.1% | -21.7% | -25.4% |
| 3M | -11.5% | -22.1% | +10.6% | -7.6% |
| 6M | +18.9% | -38.4% | +57.3% | +27.9% |
| YTD | +35.2% | -57.5% | +92.7% | +54.7% |
| 1Y | +14.5% | -71.3% | +85.8% | +41.1% |
| 3Y | +313.8% | -27.3% | +341.1% | +260.6% |
| 5Y | +32.6% | -86.0% | +118.5% | +39.9% |
| All | +567.8% | -55.0% | +622.8% | +682.8% |
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