+191.2%
TER vs QS
-32.2%
+223.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.2% | -0.2% | -4.3% |
| 7D | +14.4% | -14.0% | +28.4% | +17.9% |
| 30D | -30.6% | -6.4% | -24.2% | -29.8% |
| 3M | -39.2% | -40.3% | +1.1% | -32.7% |
| 6M | -31.3% | -57.5% | +26.2% | -19.0% |
| YTD | +29.1% | -64.7% | +93.8% | +55.4% |
| 1Y | +47.4% | -72.9% | +120.3% | +83.7% |
| 3Y | +191.2% | -33.5% | +224.7% | +192.8% |
| All | +191.2% | -32.2% | +223.5% | +192.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling