+32.6%
XYZ vs QS
-73.4%
+106.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.8% | -3.2% | +1.9% |
| 7D | +14.9% | +13.7% | +1.2% | +11.6% |
| 30D | +14.7% | -0.2% | +14.9% | +14.2% |
| 3M | +12.1% | -24.8% | +36.9% | +18.0% |
| 6M | +18.3% | -39.4% | +57.7% | +28.2% |
| YTD | +36.1% | -56.1% | +92.2% | +53.3% |
| All | +32.6% | -73.4% | +106.0% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling