-28.4%
QS vs BURL
-9.5%
-18.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.1% | -0.2% |
| 7D | -2.3% | -2.8% | +0.5% | -1.5% |
| 30D | -0.7% | -28.2% | +27.4% | +9.6% |
| 3M | -39.6% | -17.6% | -22.1% | -36.5% |
| 6M | -21.7% | -11.8% | -9.9% | -20.1% |
| YTD | -47.4% | -8.1% | -39.3% | -46.8% |
| 1Y | -28.4% | -12.0% | -16.4% | -33.3% |
| All | -28.4% | -9.5% | -18.8% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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