+52.8%
ECL vs QS
-25.4%
+78.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.6% | +4.5% | -2.0% |
| 7D | -2.7% | -4.2% | +1.5% | -2.7% |
| 30D | -4.3% | -15.7% | +11.4% | -3.9% |
| 3M | +3.2% | -28.7% | +31.9% | +3.8% |
| 6M | -2.9% | -23.2% | +20.3% | -2.6% |
| YTD | +4.3% | -49.9% | +54.2% | +5.4% |
| 1Y | +1.6% | -38.8% | +40.4% | +1.9% |
| All | +52.8% | -25.4% | +78.2% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling