+297.4%
TER vs QS
-44.4%
+341.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.4% |
| 7D | +0.6% | -2.3% | +2.9% | +0.9% |
| 30D | -8.3% | -0.7% | -7.6% | -8.3% |
| 3M | -12.2% | -39.6% | +27.4% | -6.6% |
| 6M | +17.1% | -21.7% | +38.8% | +21.0% |
| YTD | +84.7% | -47.4% | +132.1% | +98.9% |
| 1Y | +199.9% | -28.4% | +228.3% | +209.7% |
| 3Y | +232.8% | -22.6% | +255.4% | +221.2% |
| 5Y | +198.6% | -75.6% | +274.2% | +196.2% |
| All | +297.4% | -44.4% | +341.7% | +350.8% |
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 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