+327.1%
TER vs QS
-47.0%
+374.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.6% | +9.7% | +4.0% |
| 7D | +12.4% | -4.2% | +16.6% | +12.9% |
| 30D | +5.1% | -15.7% | +20.8% | +7.4% |
| 3M | +4.0% | -28.7% | +32.7% | +8.4% |
| 6M | +29.5% | -23.2% | +52.8% | +34.2% |
| YTD | +98.5% | -49.9% | +148.4% | +114.9% |
| 1Y | +234.1% | -38.8% | +272.9% | +251.6% |
| 3Y | +289.0% | -24.0% | +313.0% | +276.7% |
| 5Y | +228.2% | -75.6% | +303.8% | +227.3% |
| All | +327.1% | -47.0% | +374.1% | +387.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling