-47.7%
QS vs BEN
+105.5%
-153.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | +0.3% |
| 7D | -5.0% | +0.3% | -5.3% | -5.2% |
| 30D | -18.3% | +0.9% | -19.2% | -19.0% |
| 3M | -26.0% | +9.2% | -35.2% | -31.3% |
| 6M | -24.0% | +36.8% | -60.8% | -41.3% |
| YTD | -50.3% | +44.4% | -94.7% | -63.5% |
| 1Y | -38.0% | +45.8% | -83.8% | -55.0% |
| 3Y | -24.6% | +52.5% | -77.1% | -48.4% |
| 5Y | -75.4% | +37.7% | -113.1% | -81.4% |
| All | -47.7% | +105.5% | -153.2% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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