-71.3%
QS vs Z
-54.2%
-17.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +9.4% | -1.9% | +4.4% |
| 7D | +4.5% | +10.2% | -5.7% | +1.1% |
| 30D | -4.1% | +23.7% | -27.8% | -10.6% |
| 3M | -22.1% | -6.6% | -15.6% | -21.7% |
| 6M | -38.4% | -23.0% | -15.4% | -34.4% |
| YTD | -57.5% | -50.3% | -7.2% | -49.2% |
| 1Y | -71.3% | -53.6% | -17.7% | -64.1% |
| All | -71.3% | -54.2% | -17.2% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling