+193.6%
TER vs QS
-60.6%
+254.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +7.1% | +0.2% |
| 7D | +24.0% | -5.6% | +29.6% | +24.8% |
| 30D | -30.6% | -5.8% | -24.8% | -30.2% |
| 3M | -34.5% | -39.2% | +4.7% | -30.4% |
| 6M | -26.4% | -53.9% | +27.6% | -19.1% |
| YTD | +36.4% | -62.8% | +99.2% | +53.1% |
| 1Y | +47.4% | -73.5% | +120.9% | +71.3% |
| 3Y | +202.6% | -29.1% | +231.6% | +198.0% |
| 5Y | +83.9% | -90.0% | +173.9% | +91.2% |
| All | +193.6% | -60.6% | +254.2% | +247.2% |
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