-73.5%
QS vs BURL
-13.7%
-59.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.7% | -6.1% | -7.3% |
| 7D | -5.6% | +0.4% | -6.0% | -5.7% |
| 30D | -5.8% | -4.3% | -1.5% | -4.7% |
| 3M | -39.2% | -28.8% | -10.4% | -34.3% |
| 6M | -53.9% | -12.8% | -41.1% | -53.5% |
| YTD | -62.8% | -12.8% | -50.0% | -61.7% |
| 1Y | -73.5% | -12.3% | -61.2% | -72.8% |
| All | -73.5% | -13.7% | -59.8% | -72.8% |
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