+16.6%
EIX vs QS
-71.4%
+88.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.5% | -4.4% | +3.0% |
| 7D | +4.5% | +4.5% | 0.0% | +4.4% |
| 30D | +15.2% | -4.1% | +19.3% | +15.1% |
| 3M | -11.6% | -22.1% | +10.5% | -11.8% |
| 6M | -8.4% | -38.4% | +30.0% | -8.8% |
| YTD | +8.2% | -57.5% | +65.7% | +8.1% |
| 1Y | +16.6% | -71.3% | +87.9% | +17.8% |
| All | +16.6% | -71.4% | +88.0% | +17.8% |
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