-62.8%
QS vs VRSN
+53.4%
-116.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.3% | -5.2% |
| 7D | -14.0% | +1.4% | -15.4% | -14.6% |
| 30D | -6.4% | +3.9% | -10.2% | -8.0% |
| 3M | -40.3% | +9.3% | -49.6% | -42.7% |
| 6M | -57.5% | +6.7% | -64.2% | -59.3% |
| YTD | -64.7% | +30.0% | -94.7% | -70.1% |
| 1Y | -72.9% | +26.0% | -98.9% | -76.6% |
| 3Y | -33.5% | +53.1% | -86.6% | -50.9% |
| 5Y | -90.5% | +35.0% | -125.5% | -93.3% |
| All | -62.8% | +53.4% | -116.2% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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