-47.3%
QS vs BUD
+49.6%
-96.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.2% | -4.4% | -5.6% |
| 7D | -4.2% | -1.3% | -2.9% | -3.6% |
| 30D | -15.7% | -6.1% | -9.5% | -13.2% |
| 3M | -28.7% | -3.8% | -24.9% | -27.9% |
| 6M | -23.2% | +8.2% | -31.4% | -26.9% |
| YTD | -49.9% | +23.6% | -73.5% | -55.7% |
| 1Y | -38.8% | +33.4% | -72.2% | -48.5% |
| 3Y | -24.0% | +45.3% | -69.3% | -40.5% |
| 5Y | -75.6% | +44.3% | -119.9% | -81.0% |
| All | -47.3% | +49.6% | -96.9% | -58.0% |
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 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