-47.7%
QS vs RACE
+118.1%
-165.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -2.0% |
| 7D | -5.0% | -2.2% | -2.7% | -3.2% |
| 30D | -18.3% | -0.4% | -17.9% | -18.1% |
| 3M | -26.0% | +17.9% | -43.9% | -35.5% |
| 6M | -24.0% | +19.3% | -43.3% | -34.9% |
| YTD | -50.3% | +11.9% | -62.1% | -55.8% |
| 1Y | -38.0% | -12.7% | -25.2% | -32.5% |
| 3Y | -24.6% | +41.1% | -65.7% | -56.2% |
| 5Y | -75.4% | +94.1% | -169.5% | -89.4% |
| All | -47.7% | +118.1% | -165.8% | -84.9% |
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