-71.3%
QS vs NTR
+36.7%
-108.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.0% | +3.6% | +7.1% |
| 7D | +4.5% | +4.3% | +0.1% | +4.1% |
| 30D | -4.1% | +2.6% | -6.7% | -4.4% |
| 3M | -22.1% | +8.5% | -30.7% | -22.8% |
| 6M | -38.4% | -3.3% | -35.0% | -37.6% |
| YTD | -57.5% | +19.6% | -77.1% | -60.0% |
| 1Y | -71.3% | +37.6% | -108.9% | -74.0% |
| All | -71.3% | +36.7% | -108.0% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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