-29.8%
NOW vs QS
-45.8%
+16.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.6% | +4.3% | -2.0% |
| 7D | -4.1% | -4.2% | +0.1% | -3.9% |
| 30D | +2.9% | -15.7% | +18.6% | +3.5% |
| 3M | +22.6% | -28.7% | +51.3% | +23.6% |
| 6M | +7.5% | -23.2% | +30.8% | +8.1% |
| YTD | -14.4% | -49.9% | +35.5% | -12.5% |
| 1Y | -29.8% | -38.8% | +9.0% | -28.3% |
| All | -29.8% | -45.8% | +16.0% | -28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling