-53.3%
W vs QS
-87.4%
+34.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -2.7% |
| 7D | +1.1% | +8.0% | -6.9% | -1.8% |
| 30D | +6.4% | -2.8% | +9.3% | +7.3% |
| 3M | +9.0% | -28.1% | +37.1% | +23.3% |
| 6M | +69.8% | -41.0% | +110.8% | +104.2% |
| YTD | +12.1% | -57.3% | +69.4% | +50.1% |
| 1Y | 0.0% | -72.7% | +72.7% | +58.4% |
| 3Y | +160.3% | -18.6% | +179.0% | +56.2% |
| 5Y | -53.3% | -87.0% | +33.7% | -41.5% |
| All | -53.3% | -87.4% | +34.1% | -41.5% |
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