+59.7%
NOW vs QS
-44.4%
+104.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.5% | -3.0% |
| 7D | -2.4% | -2.3% | -0.1% | -2.2% |
| 30D | +20.5% | -0.7% | +21.2% | +20.5% |
| 3M | +18.3% | -39.6% | +58.0% | +22.4% |
| 6M | +24.1% | -21.7% | +45.8% | +25.2% |
| YTD | -7.8% | -47.4% | +39.6% | -4.4% |
| 1Y | -21.4% | -28.4% | +7.0% | -21.6% |
| 3Y | +19.5% | -22.6% | +42.1% | +11.8% |
| 5Y | +4.1% | -75.6% | +79.7% | +0.3% |
| All | +59.7% | -44.4% | +104.0% | +75.8% |
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 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