+43.2%
TER vs QS
-71.4%
+114.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +7.5% | -14.3% | -10.6% |
| 7D | -19.9% | +4.5% | -24.4% | -21.8% |
| 30D | -43.5% | -4.1% | -39.4% | -42.7% |
| 3M | -37.8% | -22.1% | -15.6% | -30.1% |
| 6M | -25.6% | -38.4% | +12.8% | -5.3% |
| YTD | +29.8% | -57.5% | +87.3% | +95.0% |
| 1Y | +43.2% | -71.3% | +114.5% | +159.5% |
| All | +43.2% | -71.4% | +114.6% | +159.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling