-22.7%
U vs QS
-79.6%
+56.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.2% | +10.4% | +6.9% |
| 7D | +2.6% | -14.0% | +16.6% | +7.3% |
| 30D | +27.6% | -6.4% | +33.9% | +29.0% |
| 3M | +15.3% | -40.3% | +55.6% | +34.6% |
| 6M | +96.4% | -57.5% | +153.9% | +151.2% |
| YTD | +19.6% | -64.7% | +84.2% | +61.4% |
| 1Y | +42.1% | -72.9% | +115.0% | +108.3% |
| 3Y | +87.5% | -33.5% | +121.0% | +61.3% |
| 5Y | -73.1% | -90.5% | +17.4% | -63.4% |
| All | -22.7% | -79.6% | +56.8% | -22.5% |
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