-90.9%
QS vs RACE
+64.4%
-155.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.4% | -6.5% | -6.4% |
| 7D | -14.0% | -1.2% | -12.8% | -13.0% |
| 30D | -6.4% | +6.1% | -12.5% | -10.8% |
| 3M | -40.3% | -0.3% | -40.0% | -39.9% |
| 6M | -57.5% | +23.4% | -80.9% | -64.7% |
| YTD | -64.7% | +12.5% | -77.2% | -68.9% |
| 1Y | -72.9% | -0.5% | -72.4% | -73.2% |
| 3Y | -33.5% | +23.6% | -57.1% | -58.6% |
| All | -90.9% | +64.4% | -155.3% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling