+219.1%
TER vs QS
-74.6%
+293.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.8% |
| 7D | +11.0% | +2.2% | +8.8% | +10.4% |
| 30D | -1.9% | -8.1% | +6.2% | 0.0% |
| 3M | -0.7% | -27.0% | +26.4% | +6.3% |
| 6M | +36.4% | -16.4% | +52.8% | +42.2% |
| YTD | +92.4% | -46.4% | +138.8% | +118.1% |
| 1Y | +213.5% | -41.1% | +254.6% | +241.5% |
| 3Y | +277.2% | -18.6% | +295.9% | +234.6% |
| 5Y | +219.1% | -73.0% | +292.2% | +213.0% |
| All | +219.1% | -74.6% | +293.7% | +213.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling