-56.8%
QS vs RACE
+122.1%
-178.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +5.4% |
| 7D | +5.4% | +5.1% | +0.3% | +1.3% |
| 30D | -5.3% | +7.7% | -13.0% | -10.7% |
| 3M | -22.6% | +2.2% | -24.8% | -23.8% |
| 6M | -46.2% | +23.8% | -69.9% | -55.0% |
| YTD | -58.9% | +13.9% | -72.8% | -63.9% |
| 1Y | -73.1% | +3.8% | -76.9% | -74.4% |
| 3Y | -27.2% | +28.0% | -55.2% | -52.2% |
| 5Y | -86.2% | +64.9% | -151.1% | -93.6% |
| All | -56.8% | +122.1% | -178.9% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling