-44.6%
QS vs BLDR
+117.1%
-161.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -2.0% | -0.9% |
| 7D | -2.3% | -2.8% | +0.5% | -0.8% |
| 30D | -0.7% | -13.3% | +12.5% | +7.0% |
| 3M | -39.6% | -12.3% | -27.4% | -36.6% |
| 6M | -21.7% | -31.5% | +9.7% | -6.0% |
| YTD | -47.4% | -36.1% | -11.4% | -35.0% |
| 1Y | -28.4% | -54.1% | +25.7% | +7.1% |
| 3Y | -22.6% | -55.8% | +33.2% | +9.4% |
| 5Y | -75.6% | +20.7% | -96.3% | -81.0% |
| All | -44.6% | +117.1% | -161.8% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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