-28.4%
QS vs BUD
+36.8%
-65.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -2.3% | +0.3% | -2.6% | -2.3% |
| 30D | -0.7% | -5.7% | +4.9% | -1.5% |
| 3M | -39.6% | +3.1% | -42.8% | -39.5% |
| 6M | -21.7% | +7.9% | -29.6% | -23.6% |
| YTD | -47.4% | +27.3% | -74.7% | -38.6% |
| 1Y | -28.4% | +37.8% | -66.2% | -1.0% |
| All | -28.4% | +36.8% | -65.2% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling