-87.0%
QS vs Z
-56.4%
-30.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.9% | +0.6% |
| 7D | +8.0% | -6.5% | +14.5% | +12.2% |
| 30D | -2.8% | -0.1% | -2.7% | -3.5% |
| 3M | -28.1% | -14.1% | -14.0% | -23.5% |
| 6M | -41.0% | -30.1% | -10.9% | -29.5% |
| YTD | -57.3% | -57.5% | +0.2% | -32.5% |
| 1Y | -72.7% | -60.3% | -12.3% | -55.0% |
| 3Y | -18.6% | -21.0% | +2.4% | -27.7% |
| 5Y | -87.0% | -54.9% | -32.1% | -85.1% |
| All | -87.0% | -56.4% | -30.6% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling