-38.0%
QS vs Z
-64.6%
+26.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | 0.0% |
| 7D | -5.0% | -11.6% | +6.6% | -2.0% |
| 30D | -18.3% | -8.5% | -9.8% | -16.8% |
| 3M | -26.0% | -7.9% | -18.1% | -25.1% |
| 6M | -24.0% | -29.1% | +5.0% | -17.7% |
| YTD | -50.3% | -54.2% | +3.9% | -41.2% |
| 1Y | -38.0% | -63.5% | +25.6% | -27.3% |
| All | -38.0% | -64.6% | +26.6% | -27.3% |
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