-47.2%
QS vs AS
+123.4%
-170.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.3% | -4.9% |
| 7D | -14.0% | -4.9% | -9.2% | -12.3% |
| 30D | -6.4% | +3.9% | -10.2% | -7.4% |
| 3M | -40.3% | -9.6% | -30.7% | -38.1% |
| 6M | -57.5% | -8.7% | -48.8% | -56.1% |
| YTD | -64.7% | -19.8% | -44.8% | -62.2% |
| 1Y | -72.9% | -1.5% | -71.3% | -72.9% |
| All | -47.2% | +123.4% | -170.6% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling