+199.8%
TER vs QS
-28.5%
+228.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.9% | +5.2% |
| 7D | +0.6% | -2.3% | +2.9% | +1.5% |
| 30D | -8.3% | -0.7% | -7.6% | -8.4% |
| 3M | -12.2% | -39.6% | +27.4% | +3.6% |
| 6M | +17.0% | -21.7% | +38.7% | +27.9% |
| YTD | +84.6% | -47.4% | +132.0% | +118.0% |
| 1Y | +199.8% | -28.4% | +228.2% | +265.5% |
| All | +199.8% | -28.5% | +228.3% | +265.5% |
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