+5.6%
XYZ vs QS
-44.4%
+50.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.5% |
| 7D | +2.9% | +2.2% | +0.7% | +2.5% |
| 30D | +1.4% | -8.1% | +9.5% | +2.5% |
| 3M | +14.6% | -27.0% | +41.6% | +18.9% |
| 6M | +20.8% | -16.4% | +37.2% | +22.2% |
| YTD | +23.1% | -46.4% | +69.4% | +30.6% |
| 1Y | +5.6% | -41.1% | +46.7% | +13.4% |
| All | +5.6% | -44.4% | +50.1% | +13.4% |
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