-23.8%
QS vs BR
-5.3%
-18.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -3.6% | -3.0% | -0.7% | -3.1% |
| 30D | -17.2% | -0.3% | -16.9% | -17.3% |
| 3M | -27.0% | +17.3% | -44.3% | -29.3% |
| 6M | -24.6% | -6.7% | -17.9% | -21.5% |
| YTD | -49.3% | -23.4% | -25.9% | -42.2% |
| 1Y | -40.3% | -32.7% | -7.7% | -26.5% |
| 3Y | -23.8% | -5.9% | -17.9% | -37.5% |
| All | -23.8% | -5.3% | -18.5% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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