Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • NET vs QS✓SelectedUSD · QSNET vs QS performance historyLatest closeAs of-1.96%09/04
Stock and ETF performance explorer

NET vs QS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+112.5%
QS return
-75.2%
Excess return
+187.7%
Maximum drawdown
-82.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioQSExcessAlpha
1D-2.0%+0.6%-2.5%-2.1%
7D-7.0%-2.3%-4.7%-6.3%
30D-4.8%-0.7%-4.1%-4.6%
3M+3.8%-39.6%+43.5%+19.7%
6M+50.0%-21.7%+71.8%+55.9%
YTD+41.5%-47.4%+88.9%+64.9%
1Y+32.8%-28.4%+61.2%+31.2%
3Y+335.9%-22.6%+358.5%+205.1%
All+112.5%-75.2%+187.7%+122.5%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling