-44.6%
QS vs BEN
+112.0%
-156.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -3.0% | -2.3% |
| 7D | -2.3% | +0.2% | -2.5% | -2.6% |
| 30D | -0.7% | -0.5% | -0.2% | -0.5% |
| 3M | -39.6% | +9.7% | -49.4% | -44.1% |
| 6M | -21.7% | +33.9% | -55.6% | -38.5% |
| YTD | -47.4% | +49.0% | -96.4% | -62.4% |
| 1Y | -28.4% | +42.1% | -70.5% | -47.0% |
| 3Y | -22.6% | +51.9% | -74.5% | -46.9% |
| 5Y | -75.6% | +39.0% | -114.6% | -81.9% |
| All | -44.6% | +112.0% | -156.7% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling