+49.0%
ECL vs QS
-47.0%
+96.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.6% | +4.5% | -1.8% |
| 7D | -2.7% | -4.2% | +1.5% | -2.6% |
| 30D | -4.3% | -15.7% | +11.4% | -3.6% |
| 3M | +3.2% | -28.7% | +31.9% | +4.5% |
| 6M | -2.9% | -23.2% | +20.3% | -2.3% |
| YTD | +4.3% | -49.9% | +54.2% | +6.7% |
| 1Y | +1.6% | -38.8% | +40.4% | +2.3% |
| 3Y | +54.3% | -24.0% | +78.3% | +48.1% |
| 5Y | +26.5% | -75.6% | +102.1% | +23.3% |
| All | +49.0% | -47.0% | +96.0% | +46.2% |
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