+113.3%
NI vs QS
-43.2%
+156.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.2% |
| 7D | +2.3% | +2.2% | +0.1% | +2.3% |
| 30D | -1.7% | -8.1% | +6.4% | -1.6% |
| 3M | -8.0% | -27.0% | +19.0% | -7.9% |
| 6M | -8.6% | -16.4% | +7.8% | -8.6% |
| YTD | +2.3% | -46.4% | +48.7% | +2.6% |
| 1Y | +6.9% | -41.1% | +48.0% | +7.1% |
| 3Y | +70.6% | -18.6% | +89.2% | +69.5% |
| 5Y | +96.4% | -73.0% | +169.4% | +94.4% |
| All | +113.3% | -43.2% | +156.5% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling