+10.3%
P vs QS
-74.1%
+84.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.1% |
| 7D | -13.3% | +8.0% | -21.3% | -15.4% |
| 30D | -34.0% | -2.8% | -31.2% | -33.3% |
| 3M | +4.1% | -28.1% | +32.2% | +16.8% |
| 6M | +30.5% | -41.0% | +71.5% | +53.7% |
| YTD | +52.2% | -57.3% | +109.5% | +96.7% |
| 1Y | +10.3% | -72.7% | +83.0% | +64.8% |
| All | +10.3% | -74.1% | +84.4% | +64.8% |
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