+97.7%
EFA vs QS
-43.2%
+141.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -0.6% |
| 7D | +1.2% | +2.2% | -1.0% | +1.1% |
| 30D | -0.7% | -8.1% | +7.3% | -0.4% |
| 3M | +6.4% | -27.0% | +33.4% | +7.6% |
| 6M | +11.4% | -16.4% | +27.8% | +11.8% |
| YTD | +14.0% | -46.4% | +60.3% | +16.2% |
| 1Y | +20.2% | -41.1% | +61.3% | +21.4% |
| 3Y | +68.2% | -18.6% | +86.8% | +63.4% |
| 5Y | +54.8% | -73.0% | +127.9% | +51.5% |
| All | +97.7% | -43.2% | +141.0% | +98.7% |
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