+123.4%
V vs QS
-62.6%
+186.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.2% | +6.5% | +1.4% |
| 7D | +0.9% | -14.0% | +14.9% | +1.3% |
| 30D | +9.0% | -6.4% | +15.3% | +9.1% |
| 3M | +16.7% | -40.3% | +57.0% | +18.1% |
| 6M | +33.4% | -57.5% | +90.9% | +35.9% |
| YTD | +22.4% | -64.7% | +87.0% | +25.0% |
| 1Y | +27.7% | -72.9% | +100.6% | +31.3% |
| 3Y | +78.0% | -33.5% | +111.4% | +73.9% |
| 5Y | +108.5% | -90.5% | +199.0% | +105.4% |
| All | +123.4% | -62.6% | +186.1% | +130.8% |
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 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