-87.6%
QS vs BURL
-12.4%
-75.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.2% | +2.6% | +4.7% |
| 7D | +13.7% | +7.7% | +6.0% | +9.8% |
| 30D | -0.2% | -7.1% | +6.9% | +3.7% |
| 3M | -24.8% | -30.3% | +5.5% | -10.9% |
| 6M | -39.4% | -15.5% | -23.8% | -35.8% |
| YTD | -56.1% | -11.0% | -45.2% | -54.8% |
| 1Y | -72.5% | -8.4% | -64.1% | -72.5% |
| 3Y | -16.3% | +96.7% | -113.0% | -47.1% |
| 5Y | -87.6% | -14.1% | -73.5% | -90.9% |
| All | -87.6% | -12.4% | -75.2% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling