+195.8%
TER vs QS
-57.3%
+253.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -5.4% | +13.7% | +9.0% |
| 7D | +5.9% | -5.0% | +10.9% | +6.7% |
| 30D | -30.8% | -1.4% | -29.4% | -30.7% |
| 3M | -29.9% | -33.6% | +3.6% | -26.4% |
| 6M | -27.5% | -47.6% | +20.1% | -21.5% |
| YTD | +37.5% | -59.6% | +97.1% | +52.8% |
| 1Y | +50.3% | -73.5% | +123.8% | +74.2% |
| 3Y | +204.9% | -23.0% | +227.9% | +197.3% |
| 5Y | +89.2% | -89.4% | +178.6% | +94.7% |
| All | +195.8% | -57.3% | +253.1% | +246.3% |
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