-29.8%
QS vs BB
+154.0%
-183.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.0% | -4.9% | -6.5% |
| 7D | -5.6% | +9.0% | -14.6% | -9.0% |
| 30D | -5.8% | +7.7% | -13.5% | -9.4% |
| 3M | -39.2% | +4.0% | -43.2% | -41.3% |
| 6M | -53.9% | +46.6% | -100.5% | -62.8% |
| YTD | -62.8% | +140.6% | -203.4% | -76.8% |
| 1Y | -73.5% | +103.1% | -176.6% | -82.2% |
| All | -29.8% | +154.0% | -183.9% | -64.2% |
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