-47.3%
QS vs BG
+215.4%
-262.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.3% | -6.3% | -6.5% |
| 7D | -4.2% | +0.5% | -4.7% | -4.4% |
| 30D | -15.7% | +10.3% | -26.0% | -18.4% |
| 3M | -28.7% | -1.9% | -26.8% | -28.7% |
| 6M | -23.2% | +5.2% | -28.5% | -25.4% |
| YTD | -49.9% | +41.2% | -91.1% | -56.0% |
| 1Y | -38.8% | +50.5% | -89.3% | -47.6% |
| 3Y | -24.0% | +19.9% | -43.9% | -31.4% |
| 5Y | -75.6% | +86.7% | -162.3% | -81.2% |
| All | -47.3% | +215.4% | -262.6% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling