-53.8%
QS vs FIVE
+129.1%
-182.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.6% | +1.2% | +3.4% |
| 7D | +13.7% | +6.2% | +7.5% | +9.9% |
| 30D | -0.2% | +18.2% | -18.4% | -9.6% |
| 3M | -24.8% | +3.8% | -28.7% | -27.2% |
| 6M | -39.4% | +13.7% | -53.1% | -45.7% |
| YTD | -56.1% | +34.7% | -90.9% | -64.8% |
| 1Y | -72.5% | +66.6% | -139.1% | -80.8% |
| 3Y | -16.3% | +44.3% | -60.6% | -41.3% |
| 5Y | -87.6% | +18.8% | -106.3% | -89.8% |
| All | -53.8% | +129.1% | -182.9% | -93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling