+9.3%
W vs QS
-36.7%
+46.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.7% |
| 7D | -0.9% | -3.6% | +2.8% | -0.1% |
| 30D | -4.2% | -17.2% | +13.0% | -0.3% |
| 3M | +26.9% | -27.0% | +53.9% | +33.5% |
| 6M | +31.2% | -24.6% | +55.8% | +37.3% |
| YTD | -1.8% | -49.3% | +47.5% | +4.9% |
| 1Y | +9.3% | -40.3% | +49.7% | +13.3% |
| All | +9.3% | -36.7% | +46.0% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling