+589.4%
P vs QS
-60.6%
+650.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.8% | +11.2% | +4.3% |
| 7D | +17.8% | -5.6% | +23.4% | +18.5% |
| 30D | -29.9% | -5.8% | -24.0% | -29.4% |
| 3M | -1.2% | -39.2% | +38.0% | +4.4% |
| 6M | +32.1% | -53.9% | +86.0% | +43.4% |
| YTD | +64.3% | -62.8% | +127.1% | +81.6% |
| 1Y | +24.3% | -73.5% | +97.8% | +42.1% |
| 3Y | +203.2% | -29.1% | +232.3% | +192.5% |
| 5Y | +290.4% | -90.0% | +380.4% | +311.8% |
| All | +589.4% | -60.6% | +650.0% | +662.6% |
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