+7.4%
EFX vs QS
-47.4%
+54.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | -11.1% | -5.0% | -6.2% | -10.9% |
| 30D | -7.4% | -18.3% | +10.9% | -6.3% |
| 3M | +1.5% | -26.0% | +27.5% | +2.9% |
| 6M | -13.7% | -24.0% | +10.4% | -13.1% |
| YTD | -21.9% | -50.3% | +28.4% | -19.3% |
| 1Y | -30.8% | -38.0% | +7.2% | -30.4% |
| 3Y | -12.4% | -24.6% | +12.2% | -17.3% |
| 5Y | -35.9% | -75.4% | +39.5% | -38.5% |
| All | +7.4% | -47.4% | +54.8% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling