-44.6%
QS vs RACE
+118.8%
-163.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +2.1% |
| 7D | -2.3% | -2.5% | +0.2% | -0.3% |
| 30D | -0.7% | +0.8% | -1.5% | -1.4% |
| 3M | -39.6% | +17.2% | -56.8% | -47.1% |
| 6M | -21.7% | +13.6% | -35.3% | -30.1% |
| YTD | -47.4% | +12.2% | -59.6% | -53.3% |
| 1Y | -28.4% | -16.3% | -12.1% | -19.4% |
| 3Y | -22.6% | +36.4% | -59.0% | -53.1% |
| 5Y | -75.6% | +95.0% | -170.6% | -89.5% |
| All | -44.6% | +118.8% | -163.5% | -84.1% |
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