+90.1%
RF vs QS
-75.2%
+165.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.1% |
| 7D | +1.3% | -2.3% | +3.6% | +1.6% |
| 30D | -3.6% | -0.7% | -2.9% | -3.7% |
| 3M | +8.1% | -39.6% | +47.7% | +13.5% |
| 6M | +11.5% | -21.7% | +33.2% | +12.9% |
| YTD | +15.6% | -47.4% | +63.0% | +22.2% |
| 1Y | +15.7% | -28.4% | +44.0% | +15.0% |
| 3Y | +86.9% | -22.6% | +109.5% | +68.0% |
| All | +90.1% | -75.2% | +165.3% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling