+52.9%
ECL vs QS
-44.4%
+97.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | +0.1% |
| 7D | -2.6% | -2.3% | -0.3% | -2.5% |
| 30D | -2.2% | -0.7% | -1.4% | -2.2% |
| 3M | +10.1% | -39.6% | +49.8% | +12.2% |
| 6M | -5.7% | -21.7% | +16.0% | -5.2% |
| YTD | +7.0% | -47.4% | +54.4% | +9.3% |
| 1Y | +2.7% | -28.4% | +31.0% | +2.4% |
| 3Y | +57.7% | -22.6% | +80.3% | +51.3% |
| 5Y | +31.1% | -75.6% | +106.7% | +27.7% |
| All | +52.9% | -44.4% | +97.3% | +49.6% |
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 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