+16.1%
NOW vs QS
-53.6%
+69.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | +0.2% |
| 7D | -3.1% | +13.7% | -16.7% | -4.1% |
| 30D | -27.0% | -0.2% | -26.8% | -27.1% |
| 3M | -17.7% | -24.8% | +7.1% | -16.1% |
| 6M | +12.7% | -39.4% | +52.1% | +16.2% |
| YTD | -32.9% | -56.1% | +23.2% | -29.6% |
| 1Y | -40.4% | -72.5% | +32.1% | -35.2% |
| 3Y | -17.1% | -16.3% | -0.8% | -23.1% |
| 5Y | -25.7% | -87.6% | +61.9% | -27.3% |
| All | +16.1% | -53.6% | +69.8% | +29.5% |
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 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