+173.1%
TER vs QS
-54.8%
+228.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.1% |
| 7D | -8.9% | +8.0% | -16.9% | -9.7% |
| 30D | -39.1% | -2.8% | -36.2% | -38.9% |
| 3M | -32.8% | -28.1% | -4.6% | -30.0% |
| 6M | -31.7% | -41.0% | +9.2% | -27.2% |
| YTD | +26.9% | -57.3% | +84.2% | +40.2% |
| 1Y | +33.6% | -72.7% | +106.2% | +54.2% |
| 3Y | +181.5% | -18.6% | +200.2% | +172.7% |
| 5Y | +76.1% | -87.0% | +163.1% | +79.9% |
| All | +173.1% | -54.8% | +228.0% | +217.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling