-38.4%
U vs QS
-71.2%
+32.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | 0.0% | -5.0% | +4.9% | +1.6% |
| 30D | -4.1% | -18.3% | +14.2% | +2.1% |
| 3M | +57.8% | -26.0% | +83.8% | +71.5% |
| 6M | +103.5% | -24.0% | +127.6% | +115.1% |
| YTD | -4.8% | -50.3% | +45.5% | +16.2% |
| 1Y | -2.4% | -38.0% | +35.6% | +5.6% |
| 3Y | +11.7% | -24.6% | +36.3% | -6.5% |
| 5Y | -68.9% | -75.4% | +6.6% | -65.4% |
| All | -38.4% | -71.2% | +32.8% | -44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling