-90.0%
QS vs BB
-14.0%
-76.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.0% | -4.9% | -6.2% |
| 7D | -5.6% | +9.0% | -14.6% | -9.9% |
| 30D | -5.8% | +7.7% | -13.5% | -10.5% |
| 3M | -39.2% | +4.0% | -43.2% | -42.1% |
| 6M | -53.9% | +46.6% | -100.5% | -65.6% |
| YTD | -62.8% | +140.6% | -203.4% | -80.0% |
| 1Y | -73.5% | +103.1% | -176.6% | -84.3% |
| 3Y | -29.1% | +150.5% | -179.6% | -67.6% |
| 5Y | -90.0% | -15.4% | -74.6% | -88.9% |
| All | -90.0% | -14.0% | -76.0% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling