-71.9%
QS vs FIVE
+63.1%
-135.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.6% | +1.2% | +4.7% |
| 7D | +13.7% | +6.2% | +7.5% | +11.4% |
| 30D | -0.2% | +18.2% | -18.4% | -5.5% |
| 3M | -24.8% | +3.8% | -28.7% | -26.1% |
| 6M | -39.4% | +13.7% | -53.1% | -42.6% |
| YTD | -56.1% | +34.7% | -90.9% | -63.1% |
| All | -71.9% | +63.1% | -135.1% | -78.7% |
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