-45.7%
XYZ vs QS
-44.4%
-1.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -1.0% | -2.3% | +1.3% | -0.5% |
| 30D | -1.7% | -0.7% | -1.0% | -1.8% |
| 3M | +16.7% | -39.6% | +56.4% | +26.5% |
| 6M | +26.9% | -21.7% | +48.6% | +30.2% |
| YTD | +27.1% | -47.4% | +74.6% | +39.5% |
| 1Y | +9.3% | -28.4% | +37.6% | +9.4% |
| 3Y | +42.3% | -22.6% | +64.9% | +25.0% |
| 5Y | -69.3% | -75.6% | +6.3% | -69.7% |
| All | -45.7% | -44.4% | -1.4% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling