+34.7%
O vs QS
-47.4%
+82.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -3.5% | -5.0% | +1.4% | -3.4% |
| 30D | -3.3% | -18.3% | +15.0% | -2.9% |
| 3M | -2.8% | -26.0% | +23.2% | -2.3% |
| 6M | -5.8% | -24.0% | +18.3% | -5.5% |
| YTD | +9.4% | -50.3% | +59.7% | +10.9% |
| 1Y | +5.7% | -38.0% | +43.6% | +6.0% |
| 3Y | +27.2% | -24.6% | +51.8% | +24.0% |
| 5Y | +17.2% | -75.4% | +92.6% | +15.1% |
| All | +34.7% | -47.4% | +82.1% | +28.4% |
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