+77.4%
ECL vs QS
-18.0%
+95.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.2% |
| 7D | +0.4% | +8.0% | -7.6% | +0.3% |
| 30D | +8.6% | -2.8% | +11.4% | +8.6% |
| 3M | +7.9% | -28.1% | +36.0% | +8.4% |
| 6M | +21.0% | -41.0% | +62.0% | +21.8% |
| YTD | +17.5% | -57.3% | +74.8% | +18.7% |
| 1Y | +19.7% | -72.7% | +92.3% | +21.6% |
| 3Y | +77.4% | -18.6% | +96.1% | +75.6% |
| All | +77.4% | -18.0% | +95.5% | +75.6% |
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