+47.8%
T vs QS
-60.6%
+108.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.8% | +7.5% | -0.3% |
| 7D | +1.6% | -5.6% | +7.2% | +1.7% |
| 30D | -2.9% | -5.8% | +2.9% | -2.9% |
| 3M | -7.5% | -39.2% | +31.7% | -7.4% |
| 6M | -9.9% | -53.9% | +44.0% | -9.8% |
| YTD | -6.4% | -62.8% | +56.3% | -6.2% |
| 1Y | -9.4% | -73.5% | +64.1% | -9.0% |
| 3Y | +64.9% | -29.1% | +93.9% | +62.7% |
| 5Y | +57.0% | -90.0% | +147.0% | +54.9% |
| All | +47.8% | -60.6% | +108.4% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling