+110.8%
NI vs QS
-46.4%
+157.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | 0.0% |
| 7D | 0.0% | -3.6% | +3.7% | +0.1% |
| 30D | -1.4% | -17.2% | +15.9% | -1.3% |
| 3M | -10.6% | -27.0% | +16.4% | -10.5% |
| 6M | -9.3% | -24.6% | +15.3% | -9.3% |
| YTD | +1.1% | -49.3% | +50.5% | +1.4% |
| 1Y | +3.4% | -40.3% | +43.7% | +3.5% |
| 3Y | +67.9% | -23.8% | +91.7% | +66.9% |
| 5Y | +98.0% | -75.0% | +172.9% | +96.0% |
| All | +110.8% | -46.4% | +157.2% | +102.6% |
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 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