-46.7%
QS vs A
+56.9%
-103.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.7% | -0.1% |
| 7D | -3.6% | -2.6% | -1.0% | -1.7% |
| 30D | -17.2% | -0.9% | -16.4% | -16.7% |
| 3M | -27.0% | +13.6% | -40.6% | -34.5% |
| 6M | -24.6% | +27.8% | -52.4% | -40.0% |
| YTD | -49.3% | +8.6% | -58.0% | -53.8% |
| 1Y | -40.3% | +16.9% | -57.2% | -48.8% |
| 3Y | -23.8% | +32.9% | -56.7% | -45.4% |
| 5Y | -75.0% | -14.1% | -60.9% | -75.9% |
| All | -46.7% | +56.9% | -103.5% | -15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling