-75.6%
QS vs A
-16.2%
-59.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -5.5% |
| 7D | -4.2% | -4.4% | +0.2% | -0.7% |
| 30D | -15.7% | -2.7% | -13.0% | -13.8% |
| 3M | -28.7% | +7.0% | -35.7% | -33.2% |
| 6M | -23.2% | +24.6% | -47.9% | -38.5% |
| YTD | -49.9% | +7.0% | -56.9% | -54.0% |
| 1Y | -38.8% | +15.6% | -54.4% | -47.5% |
| 3Y | -24.0% | +29.9% | -53.9% | -46.7% |
| 5Y | -75.6% | -15.4% | -60.2% | -71.2% |
| All | -75.6% | -16.2% | -59.4% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling