+598.7%
NET vs QS
-44.4%
+643.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.1% |
| 7D | -7.0% | -2.3% | -4.7% | -6.5% |
| 30D | -4.8% | -0.7% | -4.1% | -4.7% |
| 3M | +3.8% | -39.6% | +43.5% | +13.6% |
| 6M | +50.0% | -21.7% | +71.8% | +54.2% |
| YTD | +41.5% | -47.4% | +88.9% | +56.1% |
| 1Y | +32.8% | -28.4% | +61.2% | +34.0% |
| 3Y | +335.9% | -22.6% | +358.5% | +278.8% |
| 5Y | +113.8% | -75.6% | +189.4% | +113.4% |
| All | +598.7% | -44.4% | +643.1% | +689.8% |
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