+523.1%
P vs QS
-44.4%
+567.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +6.5% | -2.3% | +8.9% | +6.8% |
| 30D | +18.8% | -0.7% | +19.6% | +18.9% |
| 3M | +26.7% | -39.6% | +66.4% | +33.7% |
| 6M | +62.2% | -21.7% | +83.9% | +65.8% |
| YTD | +48.5% | -47.4% | +95.9% | +58.0% |
| 1Y | +26.4% | -28.4% | +54.8% | +28.5% |
| 3Y | +159.4% | -22.6% | +182.0% | +146.3% |
| 5Y | +275.8% | -75.6% | +351.4% | +271.2% |
| All | +523.1% | -44.4% | +567.5% | +563.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling