-21.7%
QS vs FIVE
+50.0%
-71.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.6% | -1.3% |
| 7D | -2.3% | +4.3% | -6.6% | -3.8% |
| 30D | -0.7% | +12.5% | -13.2% | -5.1% |
| 3M | -39.6% | +31.2% | -70.9% | -45.5% |
| 6M | -21.7% | +14.4% | -36.1% | -26.4% |
| YTD | -47.4% | +33.9% | -81.3% | -53.3% |
| 1Y | -28.4% | +65.1% | -93.4% | -41.2% |
| All | -21.7% | +50.0% | -71.8% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling