-62.8%
QS vs Z
-61.4%
-1.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.5% | -8.6% | -6.9% |
| 7D | -14.0% | +0.8% | -14.9% | -14.5% |
| 30D | -6.4% | +5.2% | -11.6% | -9.4% |
| 3M | -40.3% | -17.0% | -23.2% | -35.5% |
| 6M | -57.5% | -22.7% | -34.8% | -52.9% |
| YTD | -64.7% | -56.3% | -8.4% | -48.5% |
| 1Y | -72.9% | -57.7% | -15.2% | -59.9% |
| 3Y | -33.5% | -16.5% | -16.9% | -37.3% |
| 5Y | -90.5% | -53.4% | -37.1% | -88.7% |
| All | -62.8% | -61.4% | -1.5% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling