-29.8%
QS vs BEN
+85.5%
-115.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.2% | -6.6% | -6.9% |
| 7D | -5.6% | +11.3% | -16.9% | -12.9% |
| 30D | -5.8% | +15.0% | -20.8% | -14.8% |
| 3M | -39.2% | +7.8% | -47.0% | -42.3% |
| 6M | -53.9% | +15.5% | -69.4% | -58.3% |
| YTD | -62.8% | +55.4% | -118.2% | -72.9% |
| 1Y | -73.5% | +63.3% | -136.8% | -81.4% |
| All | -29.8% | +85.5% | -115.4% | -57.6% |
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