-28.4%
QS vs RACE
-16.2%
-12.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.5% |
| 7D | -2.3% | -2.5% | +0.2% | -1.1% |
| 30D | -0.7% | +0.8% | -1.5% | -1.0% |
| 3M | -39.6% | +17.2% | -56.8% | -43.8% |
| 6M | -21.7% | +13.6% | -35.3% | -27.0% |
| YTD | -47.4% | +12.2% | -59.6% | -50.7% |
| 1Y | -28.4% | -16.3% | -12.1% | -23.2% |
| All | -28.4% | -16.2% | -12.1% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling