-19.5%
QS vs A
+68.2%
-87.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.4% | -1.9% |
| 7D | +8.0% | +1.4% | +6.6% | +7.4% |
| 30D | -2.8% | +4.3% | -7.1% | -5.0% |
| 3M | -28.1% | +19.8% | -47.9% | -35.4% |
| 6M | -41.0% | +54.4% | -95.4% | -55.3% |
| YTD | -57.3% | +31.7% | -89.0% | -64.1% |
| 1Y | -72.7% | +22.4% | -95.1% | -75.9% |
| All | -19.5% | +68.2% | -87.7% | -39.7% |
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 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