+160.3%
W vs QS
-18.0%
+178.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -3.1% |
| 7D | +1.1% | +8.0% | -6.9% | -0.7% |
| 30D | +6.4% | -2.8% | +9.3% | +7.0% |
| 3M | +9.0% | -28.1% | +37.1% | +17.7% |
| 6M | +69.8% | -41.0% | +110.8% | +90.5% |
| YTD | +12.1% | -57.3% | +69.4% | +33.6% |
| 1Y | 0.0% | -72.7% | +72.7% | +30.6% |
| 3Y | +160.3% | -18.6% | +179.0% | +99.2% |
| All | +160.3% | -18.0% | +178.4% | +99.2% |
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