-68.3%
U vs QS
-74.8%
+6.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.6% | +6.1% | +2.4% |
| 7D | +4.4% | -4.2% | +8.6% | +6.2% |
| 30D | -1.3% | -15.7% | +14.4% | +5.6% |
| 3M | +49.6% | -28.7% | +78.3% | +69.2% |
| 6M | +100.2% | -23.2% | +123.4% | +112.8% |
| YTD | -3.7% | -49.9% | +46.2% | +24.0% |
| 1Y | -6.5% | -38.8% | +32.3% | +1.8% |
| 3Y | +12.9% | -24.0% | +36.9% | -22.1% |
| 5Y | -68.3% | -75.6% | +7.3% | -65.8% |
| All | -68.3% | -74.8% | +6.5% | -65.8% |
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 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