-72.9%
QS vs A
+17.3%
-90.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.5% | -5.7% | -5.4% |
| 7D | -14.0% | -0.5% | -13.6% | -13.7% |
| 30D | -6.4% | 0.0% | -6.3% | -6.1% |
| 3M | -40.3% | +16.7% | -57.0% | -43.0% |
| 6M | -57.5% | +54.8% | -112.3% | -63.1% |
| YTD | -64.7% | +28.8% | -93.5% | -67.3% |
| 1Y | -72.9% | +19.3% | -92.2% | -74.7% |
| All | -72.9% | +17.3% | -90.2% | -74.7% |
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