-55.1%
QS vs FIVE
+128.9%
-183.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +8.0% | +7.3% | +0.7% | +3.8% |
| 30D | -2.8% | +18.1% | -20.9% | -11.9% |
| 3M | -28.1% | +7.7% | -35.8% | -31.8% |
| 6M | -41.0% | +13.6% | -54.6% | -47.1% |
| YTD | -57.3% | +34.6% | -91.9% | -65.7% |
| 1Y | -72.7% | +66.2% | -138.9% | -80.8% |
| 3Y | -18.6% | +43.5% | -62.1% | -42.7% |
| 5Y | -87.0% | +20.7% | -107.6% | -89.5% |
| All | -55.1% | +128.9% | -183.9% | -93.6% |
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