+34.3%
O vs QS
-62.6%
+96.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.4% | -0.6% |
| 7D | -0.4% | -14.0% | +13.6% | 0.0% |
| 30D | +7.1% | -6.4% | +13.5% | +7.2% |
| 3M | -5.2% | -40.3% | +35.0% | -4.1% |
| 6M | -1.8% | -57.5% | +55.7% | +0.1% |
| YTD | +9.1% | -64.7% | +73.8% | +11.5% |
| 1Y | +9.7% | -72.9% | +82.6% | +12.9% |
| 3Y | +39.1% | -33.5% | +72.6% | +35.9% |
| 5Y | +8.4% | -90.5% | +98.9% | +8.1% |
| All | +34.3% | -62.6% | +96.9% | +29.1% |
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