-75.0%
QS vs NTR
+45.7%
-120.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | -3.6% | -1.3% | -2.4% | -3.2% |
| 30D | -17.2% | +16.8% | -34.0% | -22.5% |
| 3M | -27.0% | +20.7% | -47.7% | -33.2% |
| 6M | -24.6% | +0.5% | -25.1% | -25.9% |
| YTD | -49.3% | +29.2% | -78.5% | -55.7% |
| 1Y | -40.3% | +39.6% | -79.9% | -50.2% |
| 3Y | -23.8% | +37.9% | -61.7% | -37.6% |
| All | -75.0% | +45.7% | -120.7% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling