-26.6%
U vs QS
-78.4%
+51.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.8% | +8.9% | +3.6% |
| 7D | +2.8% | -5.6% | +8.4% | +4.5% |
| 30D | +7.6% | -5.8% | +13.4% | +8.9% |
| 3M | +12.7% | -39.2% | +51.9% | +30.9% |
| 6M | +87.0% | -53.9% | +140.9% | +133.2% |
| YTD | +13.6% | -62.8% | +76.4% | +50.9% |
| 1Y | +25.3% | -73.5% | +98.8% | +85.4% |
| 3Y | +85.8% | -29.1% | +114.9% | +56.7% |
| 5Y | -74.5% | -90.0% | +15.5% | -65.8% |
| All | -26.6% | -78.4% | +51.9% | -27.5% |
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 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