-30.1%
QS vs BURL
+89.8%
-119.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.9% | -4.3% | -6.0% |
| 7D | -2.1% | +3.5% | -5.6% | -3.3% |
| 30D | -11.6% | -9.3% | -2.3% | -7.9% |
| 3M | -25.5% | -32.1% | +6.6% | -13.5% |
| 6M | -43.4% | -19.8% | -23.6% | -39.2% |
| YTD | -60.6% | -13.2% | -47.4% | -59.1% |
| 1Y | -75.9% | -7.8% | -68.1% | -76.0% |
| All | -30.1% | +89.8% | -119.9% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling