+69.8%
ECL vs QS
-62.6%
+132.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +1.8% |
| 7D | +2.9% | -14.0% | +16.9% | +3.5% |
| 30D | +7.5% | -6.4% | +13.9% | +7.7% |
| 3M | +12.2% | -40.3% | +52.5% | +14.7% |
| 6M | +24.6% | -57.5% | +82.1% | +28.7% |
| YTD | +18.8% | -64.7% | +83.4% | +23.3% |
| 1Y | +19.3% | -72.9% | +92.2% | +25.3% |
| 3Y | +78.2% | -33.5% | +111.7% | +71.6% |
| 5Y | +38.8% | -90.5% | +129.3% | +38.8% |
| All | +69.8% | -62.6% | +132.4% | +68.9% |
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