-71.3%
QS vs FIVE
+63.3%
-134.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.7% | +0.8% | +5.2% |
| 7D | +4.5% | +7.5% | -3.0% | +1.9% |
| 30D | -4.1% | +16.7% | -20.8% | -9.1% |
| 3M | -22.1% | +13.4% | -35.5% | -25.9% |
| 6M | -38.4% | +9.0% | -47.4% | -40.1% |
| YTD | -57.5% | +33.8% | -91.3% | -64.4% |
| 1Y | -71.3% | +61.2% | -132.5% | -78.5% |
| All | -71.3% | +63.3% | -134.6% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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