-75.3%
QS vs BURL
-11.0%
-64.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.1% | -0.8% |
| 7D | -2.3% | -2.8% | +0.5% | -1.0% |
| 30D | -0.7% | -28.2% | +27.4% | +16.5% |
| 3M | -39.6% | -17.6% | -22.1% | -34.2% |
| 6M | -21.7% | -11.8% | -9.9% | -18.7% |
| YTD | -47.4% | -8.1% | -39.3% | -46.5% |
| 1Y | -28.4% | -12.0% | -16.4% | -26.6% |
| 3Y | -22.6% | +63.3% | -85.9% | -45.9% |
| All | -75.3% | -11.0% | -64.3% | -77.7% |
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