-90.0%
QS vs BEN
+29.7%
-119.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.2% | -6.6% | -6.6% |
| 7D | -5.6% | +11.3% | -16.9% | -15.3% |
| 30D | -5.8% | +15.0% | -20.8% | -17.8% |
| 3M | -39.2% | +7.8% | -47.0% | -43.4% |
| 6M | -53.9% | +15.5% | -69.4% | -60.0% |
| YTD | -62.8% | +55.4% | -118.2% | -76.4% |
| 1Y | -73.5% | +63.3% | -136.8% | -84.0% |
| 3Y | -29.1% | +83.4% | -112.5% | -65.5% |
| 5Y | -90.0% | +28.1% | -118.1% | -92.1% |
| All | -90.0% | +29.7% | -119.7% | -92.1% |
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