-71.3%
QS vs A
+24.4%
-95.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.0% | +6.5% | +7.2% |
| 7D | +4.5% | -2.4% | +6.9% | +5.3% |
| 30D | -4.1% | +3.6% | -7.7% | -5.2% |
| 3M | -22.1% | +27.5% | -49.6% | -27.8% |
| 6M | -38.4% | +58.5% | -96.9% | -47.5% |
| YTD | -57.5% | +31.2% | -88.7% | -61.1% |
| 1Y | -71.3% | +22.2% | -93.5% | -73.4% |
| All | -71.3% | +24.4% | -95.7% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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