-24.7%
QS vs A
+29.6%
-54.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -5.7% |
| 7D | -4.2% | -4.4% | +0.2% | -1.6% |
| 30D | -15.7% | -2.7% | -13.0% | -14.2% |
| 3M | -28.7% | +7.0% | -35.7% | -32.0% |
| 6M | -23.2% | +24.6% | -47.9% | -34.8% |
| YTD | -49.9% | +7.0% | -56.9% | -52.5% |
| 1Y | -38.8% | +15.6% | -54.4% | -44.8% |
| All | -24.7% | +29.6% | -54.3% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling