-47.3%
QS vs NTR
+151.0%
-198.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.7% | -6.6% |
| 7D | -4.2% | +0.5% | -4.8% | -4.4% |
| 30D | -15.7% | +21.7% | -37.4% | -21.7% |
| 3M | -28.7% | +22.8% | -51.5% | -34.6% |
| 6M | -23.2% | +8.2% | -31.5% | -26.7% |
| YTD | -49.9% | +32.9% | -82.8% | -56.0% |
| 1Y | -38.8% | +45.3% | -84.1% | -48.7% |
| 3Y | -24.0% | +41.7% | -65.7% | -36.9% |
| 5Y | -75.6% | +49.8% | -125.4% | -80.3% |
| All | -47.3% | +151.0% | -198.3% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling