-47.9%
XYZ vs QS
-47.0%
-0.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.6% | +5.7% | +0.3% |
| 7D | -3.7% | -4.2% | +0.5% | -3.0% |
| 30D | +0.5% | -15.7% | +16.2% | +3.5% |
| 3M | +16.3% | -28.7% | +45.0% | +22.3% |
| 6M | +21.1% | -23.2% | +44.4% | +24.8% |
| YTD | +22.0% | -49.9% | +71.9% | +35.0% |
| 1Y | +5.2% | -38.8% | +44.0% | +8.8% |
| 3Y | +49.6% | -24.0% | +73.6% | +31.8% |
| 5Y | -68.4% | -75.6% | +7.2% | -68.6% |
| All | -47.9% | -47.0% | -0.9% | -41.1% |
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