-47.3%
QS vs BR
+34.3%
-81.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.3% | -6.3% | -6.5% |
| 7D | -4.2% | -5.0% | +0.8% | -1.7% |
| 30D | -15.7% | -2.5% | -13.2% | -14.8% |
| 3M | -28.7% | +13.5% | -42.2% | -34.3% |
| 6M | -23.2% | -9.4% | -13.8% | -19.3% |
| YTD | -49.9% | -23.3% | -26.6% | -41.7% |
| 1Y | -38.8% | -31.6% | -7.2% | -22.7% |
| 3Y | -24.0% | -5.1% | -18.9% | -29.1% |
| 5Y | -75.6% | +8.2% | -83.8% | -81.5% |
| All | -47.3% | +34.3% | -81.6% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling