-64.4%
W vs QS
-62.6%
-1.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.5% | +1.6% |
| 7D | +0.2% | -14.0% | +14.2% | +3.5% |
| 30D | +6.8% | -6.4% | +13.2% | +8.3% |
| 3M | +10.7% | -40.3% | +50.9% | +23.8% |
| 6M | +86.3% | -57.5% | +143.9% | +123.7% |
| YTD | +11.5% | -64.7% | +76.1% | +37.7% |
| 1Y | +5.1% | -72.9% | +78.0% | +36.8% |
| 3Y | +171.0% | -33.5% | +204.4% | +146.6% |
| 5Y | -56.6% | -90.5% | +33.9% | -52.4% |
| All | -64.4% | -62.6% | -1.7% | -54.8% |
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