-67.9%
QS vs Q
+78.4%
-146.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.8% | -8.4% | -7.8% |
| 7D | -4.2% | +6.6% | -10.8% | -8.2% |
| 30D | -15.7% | -6.6% | -9.1% | -12.5% |
| 3M | -28.7% | -13.2% | -15.5% | -23.3% |
| 6M | -23.2% | +9.9% | -33.2% | -30.0% |
| YTD | -49.9% | +53.9% | -103.9% | -63.4% |
| All | -67.9% | +78.4% | -146.4% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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