-47.7%
QS vs NTRS
+171.1%
-218.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.8% |
| 7D | -5.0% | +0.3% | -5.3% | -5.2% |
| 30D | -18.3% | +0.2% | -18.5% | -18.5% |
| 3M | -26.0% | +13.2% | -39.2% | -32.9% |
| 6M | -24.0% | +36.9% | -61.0% | -40.7% |
| YTD | -50.3% | +39.1% | -89.4% | -61.6% |
| 1Y | -38.0% | +50.4% | -88.4% | -54.5% |
| 3Y | -24.6% | +166.8% | -191.4% | -64.3% |
| 5Y | -75.4% | +92.9% | -168.3% | -85.2% |
| All | -47.7% | +171.1% | -218.8% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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