-44.6%
QS vs FIVE
+127.7%
-172.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.6% | -2.5% |
| 7D | -2.3% | +4.3% | -6.6% | -4.8% |
| 30D | -0.7% | +12.5% | -13.2% | -8.0% |
| 3M | -39.6% | +31.2% | -70.9% | -49.3% |
| 6M | -21.7% | +14.4% | -36.1% | -30.2% |
| YTD | -47.4% | +33.9% | -81.3% | -57.5% |
| 1Y | -28.4% | +65.1% | -93.4% | -49.4% |
| 3Y | -22.6% | +49.0% | -71.6% | -47.2% |
| 5Y | -75.6% | +30.3% | -105.9% | -81.7% |
| All | -44.6% | +127.7% | -172.3% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling