+9.7%
EFX vs QS
-43.2%
+53.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.1% | -3.2% |
| 7D | -7.8% | +2.2% | -10.0% | -8.0% |
| 30D | -5.7% | -8.1% | +2.3% | -5.3% |
| 3M | +2.5% | -27.0% | +29.5% | +4.1% |
| 6M | -16.7% | -16.4% | -0.2% | -16.6% |
| YTD | -20.2% | -46.4% | +26.2% | -17.9% |
| 1Y | -31.4% | -41.1% | +9.7% | -30.7% |
| 3Y | -10.5% | -18.6% | +8.1% | -15.9% |
| 5Y | -35.2% | -73.0% | +37.8% | -38.1% |
| All | +9.7% | -43.2% | +53.0% | +8.4% |
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