-72.9%
QS vs Z
-58.2%
-14.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.5% | -8.6% | -6.3% |
| 7D | -14.0% | +0.8% | -14.9% | -14.3% |
| 30D | -6.4% | +5.2% | -11.6% | -7.8% |
| 3M | -40.3% | -17.0% | -23.2% | -37.5% |
| 6M | -57.5% | -22.7% | -34.8% | -54.9% |
| YTD | -64.7% | -56.3% | -8.4% | -57.7% |
| 1Y | -72.9% | -57.7% | -15.2% | -66.6% |
| All | -72.9% | -58.2% | -14.7% | -66.6% |
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