+169.2%
QQQ vs QS
-47.0%
+216.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.6% | +6.3% | +0.2% |
| 7D | +1.0% | -4.2% | +5.2% | +1.3% |
| 30D | -0.6% | -15.7% | +15.0% | +0.5% |
| 3M | +1.3% | -28.7% | +30.0% | +3.4% |
| 6M | +18.1% | -23.2% | +41.4% | +19.7% |
| YTD | +16.9% | -49.9% | +66.8% | +21.4% |
| 1Y | +24.0% | -38.8% | +62.8% | +26.0% |
| 3Y | +95.6% | -24.0% | +119.6% | +87.2% |
| 5Y | +94.5% | -75.6% | +170.1% | +89.7% |
| All | +169.2% | -47.0% | +216.2% | +183.3% |
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