+69.0%
ECL vs QS
-57.3%
+126.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +0.8% |
| 7D | -2.3% | -5.0% | +2.7% | -2.1% |
| 30D | +8.3% | -1.4% | +9.7% | +8.3% |
| 3M | +8.4% | -33.6% | +42.0% | +10.3% |
| 6M | +23.3% | -47.6% | +70.8% | +26.2% |
| YTD | +18.2% | -59.6% | +77.8% | +22.0% |
| 1Y | +18.8% | -73.5% | +92.3% | +24.9% |
| 3Y | +78.5% | -23.0% | +101.5% | +70.8% |
| 5Y | +40.1% | -89.4% | +129.5% | +39.3% |
| All | +69.0% | -57.3% | +126.2% | +67.1% |
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 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