-46.7%
QS vs BG
+212.6%
-259.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.7% | +2.5% |
| 7D | -3.6% | +3.1% | -6.8% | -4.6% |
| 30D | -17.2% | +10.2% | -27.5% | -19.9% |
| 3M | -27.0% | -1.7% | -25.3% | -27.0% |
| 6M | -24.6% | +1.0% | -25.6% | -25.6% |
| YTD | -49.3% | +39.9% | -89.2% | -55.4% |
| 1Y | -40.3% | +53.2% | -93.6% | -49.3% |
| 3Y | -23.8% | +16.3% | -40.1% | -30.5% |
| 5Y | -75.0% | +83.9% | -158.8% | -80.7% |
| All | -46.7% | +212.6% | -259.2% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling