+67.1%
V vs QS
-74.6%
+141.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -1.8% |
| 7D | -1.1% | +2.2% | -3.3% | -1.2% |
| 30D | +1.9% | -8.1% | +9.9% | +2.3% |
| 3M | +15.5% | -27.0% | +42.6% | +17.0% |
| 6M | +16.6% | -16.4% | +33.1% | +16.7% |
| YTD | +5.7% | -46.4% | +52.1% | +8.3% |
| 1Y | +8.6% | -41.1% | +49.7% | +9.4% |
| 3Y | +52.5% | -18.6% | +71.1% | +42.0% |
| 5Y | +67.1% | -73.0% | +140.2% | +59.7% |
| All | +67.1% | -74.6% | +141.7% | +59.7% |
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