+40.5%
W vs QS
-19.7%
+60.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | +6.5% | +2.2% | +4.3% | +5.9% |
| 30D | -6.2% | -8.1% | +1.8% | -4.3% |
| 3M | +48.9% | -27.0% | +75.9% | +60.1% |
| 6M | +31.2% | -16.4% | +47.6% | +35.5% |
| YTD | -0.4% | -46.4% | +45.9% | +13.4% |
| 1Y | +14.8% | -41.1% | +55.9% | +20.0% |
| 3Y | +40.5% | -18.6% | +59.1% | +10.9% |
| All | +40.5% | -19.7% | +60.2% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling