-44.6%
QS vs BB
+60.8%
-105.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.3% | -5.6% | +3.3% | -0.1% |
| 30D | -0.7% | -11.8% | +11.1% | +4.0% |
| 3M | -39.6% | -25.5% | -14.1% | -33.1% |
| 6M | -21.7% | +121.3% | -143.0% | -45.0% |
| YTD | -47.4% | +103.2% | -150.6% | -61.7% |
| 1Y | -28.4% | +102.6% | -131.0% | -48.0% |
| 3Y | -22.6% | +37.5% | -60.1% | -39.5% |
| 5Y | -75.6% | -30.4% | -45.1% | -78.1% |
| All | -44.6% | +60.8% | -105.4% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling