-41.9%
XYZ vs QS
-53.6%
+11.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.8% | -3.2% | +2.4% |
| 7D | +14.9% | +13.7% | +1.2% | +12.3% |
| 30D | +14.7% | -0.2% | +14.9% | +14.6% |
| 3M | +12.1% | -24.8% | +36.9% | +17.7% |
| 6M | +18.3% | -39.4% | +57.7% | +27.4% |
| YTD | +36.1% | -56.1% | +92.2% | +54.1% |
| 1Y | +35.3% | -72.5% | +107.8% | +65.9% |
| 3Y | +73.5% | -16.3% | +89.8% | +49.7% |
| 5Y | -61.6% | -87.6% | +25.9% | -60.0% |
| All | -41.9% | -53.6% | +11.7% | -32.8% |
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