-88.8%
QS vs A
+15.0%
-103.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.4% | -1.6% |
| 7D | +8.0% | +1.4% | +6.6% | +7.2% |
| 30D | -2.8% | +4.3% | -7.1% | -5.8% |
| 3M | -28.1% | +19.8% | -47.9% | -37.9% |
| 6M | -41.0% | +54.4% | -95.4% | -59.7% |
| YTD | -57.3% | +31.7% | -89.0% | -66.8% |
| 1Y | -72.7% | +22.4% | -95.1% | -77.4% |
| 3Y | -18.6% | +67.7% | -86.3% | -53.8% |
| All | -88.8% | +15.0% | -103.8% | -91.6% |
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