-75.5%
QS vs BR
+8.3%
-83.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -5.0% | -6.0% | +1.0% | -1.5% |
| 30D | -18.3% | -0.9% | -17.4% | -18.2% |
| 3M | -26.0% | +16.4% | -42.4% | -34.0% |
| 6M | -24.0% | -8.2% | -15.9% | -20.3% |
| YTD | -50.3% | -23.2% | -27.1% | -40.5% |
| 1Y | -38.0% | -30.9% | -7.0% | -18.8% |
| 3Y | -24.6% | -5.0% | -19.6% | -32.7% |
| All | -75.5% | +8.3% | -83.9% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling