-25.3%
QS vs BG
+20.1%
-45.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.0% |
| 7D | -5.0% | +3.7% | -8.7% | -5.9% |
| 30D | -18.3% | +12.3% | -30.6% | -21.1% |
| 3M | -26.0% | -2.2% | -23.8% | -25.5% |
| 6M | -24.0% | +5.3% | -29.4% | -25.9% |
| YTD | -50.3% | +42.4% | -92.7% | -56.7% |
| 1Y | -38.0% | +55.2% | -93.2% | -48.0% |
| All | -25.3% | +20.1% | -45.3% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling