-75.6%
QS vs BEN
+40.0%
-115.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -5.2% |
| 7D | -4.2% | +3.4% | -7.6% | -7.3% |
| 30D | -15.7% | +1.8% | -17.5% | -17.2% |
| 3M | -28.7% | +8.4% | -37.1% | -34.2% |
| 6M | -23.2% | +35.6% | -58.9% | -43.1% |
| YTD | -49.9% | +46.4% | -96.3% | -65.8% |
| 1Y | -38.8% | +46.3% | -85.1% | -58.5% |
| 3Y | -24.0% | +54.6% | -78.6% | -53.1% |
| 5Y | -75.6% | +39.4% | -115.0% | -82.4% |
| All | -75.6% | +40.0% | -115.6% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling