+291.1%
P vs QS
-74.6%
+365.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.3% |
| 7D | +7.8% | +2.2% | +5.7% | +7.4% |
| 30D | +12.3% | -8.1% | +20.4% | +13.9% |
| 3M | +37.1% | -27.0% | +64.1% | +43.9% |
| 6M | +66.1% | -16.4% | +82.5% | +69.6% |
| YTD | +50.9% | -46.4% | +97.3% | +64.8% |
| 1Y | +27.2% | -41.1% | +68.3% | +34.0% |
| 3Y | +158.7% | -18.6% | +177.3% | +131.5% |
| 5Y | +291.1% | -73.0% | +364.2% | +285.9% |
| All | +291.1% | -74.6% | +365.7% | +285.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling