-34.7%
EFX vs QS
-37.9%
+3.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | -11.1% | -5.0% | -6.2% | -11.2% |
| 30D | -7.4% | -18.3% | +10.9% | -7.5% |
| 3M | +1.5% | -26.0% | +27.5% | +1.2% |
| 6M | -13.7% | -24.0% | +10.4% | -14.2% |
| YTD | -21.9% | -50.3% | +28.4% | -21.8% |
| All | -34.7% | -37.9% | +3.2% | -34.5% |
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