-23.2%
QS vs NTR
+6.5%
-29.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.7% | -6.6% |
| 7D | -4.2% | +0.5% | -4.8% | -4.2% |
| 30D | -15.7% | +21.7% | -37.4% | -13.1% |
| 3M | -28.7% | +22.8% | -51.5% | -26.3% |
| 6M | -23.2% | +8.2% | -31.5% | -21.3% |
| All | -23.2% | +6.5% | -29.8% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling