-53.8%
QS vs RACE
+123.6%
-177.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.2% |
| 7D | +13.7% | +3.9% | +9.8% | +10.4% |
| 30D | -0.2% | +7.4% | -7.7% | -5.7% |
| 3M | -24.8% | +1.6% | -26.4% | -25.7% |
| 6M | -39.4% | +23.3% | -62.7% | -49.1% |
| YTD | -56.1% | +14.7% | -70.8% | -61.6% |
| 1Y | -72.5% | +2.5% | -75.0% | -73.5% |
| 3Y | -16.3% | +28.0% | -44.3% | -44.8% |
| 5Y | -87.6% | +69.8% | -157.4% | -94.3% |
| All | -53.8% | +123.6% | -177.5% | -86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling