-18.6%
QS vs Z
-20.5%
+1.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.9% | -0.3% |
| 7D | +8.0% | -6.5% | +14.5% | +11.1% |
| 30D | -2.8% | -0.1% | -2.7% | -3.1% |
| 3M | -28.1% | -14.1% | -14.0% | -24.7% |
| 6M | -41.0% | -30.1% | -10.9% | -32.9% |
| YTD | -57.3% | -57.5% | +0.2% | -40.9% |
| 1Y | -72.7% | -60.3% | -12.3% | -61.0% |
| 3Y | -18.6% | -21.0% | +2.4% | -16.8% |
| All | -18.6% | -20.5% | +1.8% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling