-24.7%
QS vs BEN
+53.1%
-77.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -5.4% |
| 7D | -4.2% | +3.4% | -7.6% | -6.6% |
| 30D | -15.7% | +1.8% | -17.5% | -16.9% |
| 3M | -28.7% | +8.4% | -37.1% | -33.0% |
| 6M | -23.2% | +35.6% | -58.9% | -39.0% |
| YTD | -49.9% | +46.4% | -96.3% | -62.6% |
| 1Y | -38.8% | +46.3% | -85.1% | -54.5% |
| All | -24.7% | +53.1% | -77.8% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling