+533.3%
P vs QS
-43.2%
+576.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.4% |
| 7D | +7.8% | +2.2% | +5.7% | +7.6% |
| 30D | +12.3% | -8.1% | +20.4% | +13.4% |
| 3M | +37.1% | -27.0% | +64.1% | +41.6% |
| 6M | +66.1% | -16.4% | +82.5% | +68.6% |
| YTD | +50.9% | -46.4% | +97.3% | +60.2% |
| 1Y | +27.2% | -41.1% | +68.3% | +32.1% |
| 3Y | +158.7% | -18.6% | +177.3% | +144.4% |
| 5Y | +291.1% | -73.0% | +364.2% | +284.2% |
| All | +533.3% | -43.2% | +576.6% | +572.9% |
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