+96.5%
V vs QS
-44.4%
+140.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.0% |
| 7D | -1.7% | -2.3% | +0.6% | -1.7% |
| 30D | +2.0% | -0.7% | +2.7% | +1.9% |
| 3M | +17.4% | -39.6% | +57.0% | +18.6% |
| 6M | +17.5% | -21.7% | +39.2% | +17.8% |
| YTD | +7.6% | -47.4% | +55.0% | +8.9% |
| 1Y | +7.7% | -28.4% | +36.1% | +7.6% |
| 3Y | +54.7% | -22.6% | +77.3% | +50.8% |
| 5Y | +73.0% | -75.6% | +148.6% | +69.4% |
| All | +96.5% | -44.4% | +140.8% | +101.1% |
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