-62.8%
QS vs BURL
+20.5%
-83.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.6% | -1.6% | -3.4% |
| 7D | -14.0% | -1.6% | -12.4% | -13.2% |
| 30D | -6.4% | -7.7% | +1.4% | -2.4% |
| 3M | -40.3% | -31.7% | -8.6% | -28.5% |
| 6M | -57.5% | -15.2% | -42.3% | -55.0% |
| YTD | -64.7% | -15.9% | -48.8% | -62.5% |
| 1Y | -72.9% | -14.2% | -58.7% | -71.9% |
| 3Y | -33.5% | +93.5% | -127.0% | -57.2% |
| 5Y | -90.5% | -9.9% | -80.6% | -91.6% |
| All | -62.8% | +20.5% | -83.3% | -69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling