-24.7%
QS vs BB
+66.7%
-91.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -5.9% |
| 7D | -4.2% | +1.8% | -6.1% | -5.0% |
| 30D | -15.7% | -12.2% | -3.4% | -10.9% |
| 3M | -28.7% | -12.3% | -16.4% | -25.8% |
| 6M | -23.2% | +122.7% | -145.9% | -50.2% |
| YTD | -49.9% | +104.5% | -154.4% | -66.1% |
| 1Y | -38.8% | +106.7% | -145.5% | -59.2% |
| All | -24.7% | +66.7% | -91.3% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling