-62.3%
W vs QS
-74.8%
+12.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.6% | +6.8% | +2.7% |
| 7D | +5.9% | -4.2% | +10.1% | +7.6% |
| 30D | -3.0% | -15.7% | +12.6% | +3.2% |
| 3M | +40.3% | -28.7% | +69.0% | +58.2% |
| 6M | +32.2% | -23.2% | +55.5% | +42.4% |
| YTD | -0.3% | -49.9% | +49.6% | +25.0% |
| 1Y | +16.2% | -38.8% | +55.0% | +21.3% |
| 3Y | +40.7% | -24.0% | +64.7% | -4.6% |
| 5Y | -62.3% | -75.6% | +13.3% | -62.7% |
| All | -62.3% | -74.8% | +12.4% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling