+193.5%
NRG vs QS
-74.9%
+268.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.4% |
| 7D | -4.7% | -3.6% | -1.0% | -4.3% |
| 30D | -6.0% | -17.2% | +11.3% | -4.2% |
| 3M | -8.0% | -27.0% | +19.0% | -5.5% |
| 6M | -23.2% | -24.6% | +1.4% | -21.6% |
| YTD | -28.1% | -49.3% | +21.3% | -24.0% |
| 1Y | -27.3% | -40.3% | +13.1% | -25.1% |
| 3Y | +208.7% | -23.8% | +232.5% | +189.7% |
| All | +193.5% | -74.9% | +268.4% | +174.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling