-25.6%
EFX vs QS
-28.5%
+2.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -6.9% | -6.4% |
| 7D | -8.6% | -2.3% | -6.3% | -8.6% |
| 30D | +0.1% | -0.7% | +0.8% | +0.1% |
| 3M | +3.8% | -39.6% | +43.5% | +4.6% |
| 6M | -13.5% | -21.7% | +8.2% | -13.9% |
| YTD | -17.7% | -47.4% | +29.7% | -16.9% |
| 1Y | -25.6% | -28.4% | +2.8% | -25.9% |
| All | -25.6% | -28.5% | +2.9% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling