-75.4%
QS vs BUD
+44.8%
-120.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.5% |
| 7D | -5.0% | -3.2% | -1.8% | -3.2% |
| 30D | -18.3% | -3.7% | -14.6% | -16.7% |
| 3M | -26.0% | -4.4% | -21.6% | -24.7% |
| 6M | -24.0% | +7.7% | -31.8% | -28.3% |
| YTD | -50.3% | +23.1% | -73.3% | -57.1% |
| 1Y | -38.0% | +33.6% | -71.6% | -49.8% |
| 3Y | -24.6% | +44.7% | -69.3% | -45.0% |
| 5Y | -75.4% | +44.9% | -120.4% | -82.8% |
| All | -75.4% | +44.8% | -120.2% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling