+50.3%
TER vs QS
-73.9%
+124.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -5.4% | +13.7% | +11.1% |
| 7D | +5.9% | -5.0% | +10.9% | +9.1% |
| 30D | -30.8% | -1.4% | -29.4% | -30.7% |
| 3M | -29.9% | -33.6% | +3.6% | -13.2% |
| 6M | -27.5% | -47.6% | +20.1% | +1.4% |
| YTD | +37.5% | -59.6% | +97.1% | +115.4% |
| 1Y | +50.3% | -73.5% | +123.8% | +194.9% |
| All | +50.3% | -73.9% | +124.1% | +194.9% |
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