-44.5%
XYZ vs QS
-62.6%
+18.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.2% | +8.0% | +3.8% |
| 7D | -1.1% | -14.0% | +13.0% | +1.6% |
| 30D | +11.5% | -6.4% | +17.9% | +12.8% |
| 3M | +1.8% | -40.3% | +42.1% | +11.5% |
| 6M | +21.2% | -57.5% | +78.7% | +39.4% |
| YTD | +29.9% | -64.7% | +94.6% | +53.0% |
| 1Y | +35.8% | -72.9% | +108.6% | +67.0% |
| 3Y | +62.6% | -33.5% | +96.0% | +46.2% |
| 5Y | -62.8% | -90.5% | +27.7% | -59.6% |
| All | -44.5% | -62.6% | +18.1% | -33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling