+27.7%
P vs QS
-41.9%
+69.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.1% |
| 7D | +7.8% | +2.2% | +5.7% | +7.3% |
| 30D | +12.3% | -8.1% | +20.4% | +14.6% |
| 3M | +37.1% | -27.0% | +64.1% | +46.5% |
| 6M | +66.1% | -16.4% | +82.5% | +71.1% |
| YTD | +50.9% | -46.4% | +97.3% | +67.8% |
| All | +27.7% | -41.9% | +69.6% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling