+538.6%
P vs QS
-54.8%
+593.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | -13.3% | +8.0% | -21.3% | -14.0% |
| 30D | -34.0% | -2.8% | -31.2% | -33.8% |
| 3M | +4.1% | -28.1% | +32.2% | +8.0% |
| 6M | +30.5% | -41.0% | +71.5% | +37.9% |
| YTD | +52.2% | -57.3% | +109.5% | +65.7% |
| 1Y | +10.3% | -72.7% | +83.0% | +25.5% |
| 3Y | +180.9% | -18.6% | +199.5% | +166.9% |
| 5Y | +259.7% | -87.0% | +346.7% | +271.5% |
| All | +538.6% | -54.8% | +593.4% | +595.9% |
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