+45.2%
PL vs QS
-87.7%
+132.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +6.8% | +7.7% | +12.0% |
| 7D | +10.9% | +13.7% | -2.8% | +6.0% |
| 30D | -16.4% | -0.2% | -16.1% | -16.2% |
| 3M | -39.9% | -24.8% | -15.1% | -33.5% |
| 6M | -63.2% | -39.4% | -23.8% | -55.7% |
| YTD | -27.1% | -56.1% | +29.0% | -2.9% |
| 1Y | +12.2% | -72.5% | +84.7% | +74.2% |
| 3Y | +584.3% | -16.3% | +600.6% | +517.6% |
| 5Y | +37.0% | -87.6% | +124.5% | +65.9% |
| All | +45.2% | -87.7% | +132.9% | +72.5% |
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 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