+214.4%
RF vs QS
-60.6%
+275.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.8% | +7.4% | +0.1% |
| 7D | +0.4% | -5.6% | +5.9% | +0.7% |
| 30D | +5.6% | -5.8% | +11.4% | +5.9% |
| 3M | -8.9% | -39.2% | +30.3% | -5.9% |
| 6M | +7.1% | -53.9% | +61.0% | +12.1% |
| YTD | +8.3% | -62.8% | +71.1% | +14.6% |
| 1Y | +16.8% | -73.5% | +90.3% | +26.4% |
| 3Y | +115.0% | -29.1% | +144.1% | +106.2% |
| 5Y | +46.4% | -90.0% | +136.4% | +46.5% |
| All | +214.4% | -60.6% | +275.0% | +209.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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