-41.1%
QS vs ACWI
+21.5%
-62.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +3.5% |
| 7D | +2.2% | +1.1% | +1.1% | -1.4% |
| 30D | -8.1% | -0.2% | -7.9% | -7.4% |
| 3M | -27.0% | +4.7% | -31.7% | -35.5% |
| 6M | -16.4% | +14.5% | -30.9% | -41.1% |
| YTD | -46.4% | +14.6% | -61.0% | -62.1% |
| 1Y | -41.1% | +21.4% | -62.5% | -69.1% |
| All | -41.1% | +21.5% | -62.6% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 1y: compounded portfolio wealth divided by compounded ACWI 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…
1y analysis · Full analysis span regression · 6 months rolling