+92.5%
V vs QS
-47.0%
+139.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.6% | +6.3% | -0.2% |
| 7D | -2.9% | -4.2% | +1.3% | -2.8% |
| 30D | +1.9% | -15.7% | +17.5% | +2.3% |
| 3M | +13.2% | -28.7% | +41.9% | +14.0% |
| 6M | +16.7% | -23.2% | +40.0% | +17.0% |
| YTD | +5.4% | -49.9% | +55.3% | +6.8% |
| 1Y | +7.7% | -38.8% | +46.5% | +8.1% |
| 3Y | +52.0% | -24.0% | +76.0% | +48.2% |
| 5Y | +67.7% | -75.6% | +143.3% | +64.5% |
| All | +92.5% | -47.0% | +139.5% | +97.2% |
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