-75.5%
QS vs BG
+85.0%
-160.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.0% |
| 7D | -5.0% | +3.7% | -8.7% | -6.0% |
| 30D | -18.3% | +12.3% | -30.6% | -21.4% |
| 3M | -26.0% | -2.2% | -23.8% | -25.8% |
| 6M | -24.0% | +5.3% | -29.4% | -26.1% |
| YTD | -50.3% | +42.4% | -92.7% | -56.6% |
| 1Y | -38.0% | +55.2% | -93.2% | -47.6% |
| 3Y | -24.6% | +21.0% | -45.6% | -32.4% |
| All | -75.5% | +85.0% | -160.6% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling