-44.6%
QS vs A
+61.0%
-105.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.1% |
| 7D | -2.3% | -1.9% | -0.4% | -0.8% |
| 30D | -0.7% | +6.9% | -7.6% | -5.5% |
| 3M | -39.6% | +9.2% | -48.9% | -44.0% |
| 6M | -21.7% | +25.7% | -47.4% | -36.7% |
| YTD | -47.4% | +11.5% | -58.9% | -53.0% |
| 1Y | -28.4% | +18.4% | -46.7% | -39.0% |
| 3Y | -22.6% | +26.6% | -49.2% | -41.6% |
| 5Y | -75.6% | -12.8% | -62.8% | -76.9% |
| All | -44.6% | +61.0% | -105.7% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling