-44.6%
QS vs VRSN
+43.1%
-87.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -0.7% | -0.2% | -0.6% | -0.8% |
| 3M | -39.6% | -0.3% | -39.4% | -40.2% |
| 6M | -21.7% | +23.0% | -44.7% | -31.3% |
| YTD | -47.4% | +21.3% | -68.8% | -54.0% |
| 1Y | -28.4% | +6.7% | -35.1% | -32.4% |
| 3Y | -22.6% | +45.0% | -67.6% | -41.7% |
| 5Y | -75.6% | +35.0% | -110.6% | -82.0% |
| All | -44.6% | +43.1% | -87.7% | -63.5% |
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