-25.3%
QS vs NTR
+37.3%
-62.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.1% |
| 7D | -5.0% | -2.5% | -2.5% | -4.1% |
| 30D | -18.3% | +17.0% | -35.3% | -22.8% |
| 3M | -26.0% | +22.2% | -48.2% | -31.9% |
| 6M | -24.0% | +5.2% | -29.2% | -26.3% |
| YTD | -50.3% | +29.7% | -80.0% | -56.3% |
| 1Y | -38.0% | +39.4% | -77.4% | -48.0% |
| All | -25.3% | +37.3% | -62.5% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling