-62.8%
QS vs BUD
+62.7%
-125.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.1% | -6.3% | -5.7% |
| 7D | -14.0% | +1.0% | -15.0% | -14.4% |
| 30D | -6.4% | +6.7% | -13.0% | -9.3% |
| 3M | -40.3% | +5.7% | -46.0% | -42.0% |
| 6M | -57.5% | +5.8% | -63.3% | -59.1% |
| YTD | -64.7% | +34.4% | -99.1% | -70.1% |
| 1Y | -72.9% | +33.3% | -106.2% | -77.0% |
| 3Y | -33.5% | +48.8% | -82.3% | -48.3% |
| 5Y | -90.5% | +52.5% | -143.1% | -92.9% |
| All | -62.8% | +62.7% | -125.6% | -71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling