+12.6%
NOW vs QS
-54.8%
+67.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.4% | -2.9% |
| 7D | -8.7% | +8.0% | -16.8% | -9.3% |
| 30D | -29.3% | -2.8% | -26.4% | -29.2% |
| 3M | -21.8% | -28.1% | +6.3% | -20.0% |
| 6M | +9.2% | -41.0% | +50.2% | +12.8% |
| YTD | -35.0% | -57.3% | +22.3% | -31.6% |
| 1Y | -42.5% | -72.7% | +30.2% | -37.4% |
| 3Y | -21.5% | -18.6% | -2.9% | -27.1% |
| 5Y | -25.8% | -87.0% | +61.2% | -27.2% |
| All | +12.6% | -54.8% | +67.4% | +25.8% |
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