-60.8%
QS vs FIVE
+123.1%
-183.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.4% | -6.4% | -7.0% |
| 7D | -5.6% | +2.4% | -8.0% | -6.8% |
| 30D | -5.8% | +15.8% | -21.7% | -13.6% |
| 3M | -39.2% | +3.8% | -43.0% | -41.0% |
| 6M | -53.9% | +18.5% | -72.5% | -59.6% |
| YTD | -62.8% | +31.2% | -94.0% | -69.6% |
| 1Y | -73.5% | +61.8% | -135.3% | -81.1% |
| 3Y | -29.1% | +39.9% | -68.9% | -49.2% |
| 5Y | -90.0% | +18.3% | -108.3% | -91.8% |
| All | -60.8% | +123.1% | -183.9% | -94.3% |
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