+68.3%
T vs QS
-75.8%
+144.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | -2.4% | -5.0% | +2.5% | -2.4% |
| 30D | +4.3% | -18.3% | +22.6% | +4.4% |
| 3M | +11.6% | -26.0% | +37.6% | +11.7% |
| 6M | -5.6% | -24.0% | +18.5% | -5.5% |
| YTD | +6.6% | -50.3% | +56.8% | +7.0% |
| 1Y | -8.4% | -38.0% | +29.6% | -8.6% |
| 3Y | +107.8% | -24.6% | +132.4% | +102.3% |
| 5Y | +68.3% | -75.4% | +143.7% | +63.1% |
| All | +68.3% | -75.8% | +144.1% | +63.1% |
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