-63.9%
XYZ vs QS
-86.5%
+22.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.4% |
| 7D | +12.1% | +5.4% | +6.7% | +10.5% |
| 30D | +12.4% | -5.3% | +17.7% | +14.1% |
| 3M | +8.2% | -22.6% | +30.8% | +16.1% |
| 6M | +20.7% | -46.2% | +66.8% | +41.0% |
| YTD | +31.3% | -58.9% | +90.3% | +64.3% |
| 1Y | +20.5% | -73.1% | +93.6% | +70.4% |
| 3Y | +72.6% | -27.2% | +99.8% | +18.2% |
| All | -63.9% | -86.5% | +22.6% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling