+13.5%
EL vs QSR
+28.6%
-15.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -6.5% | -4.0% | -2.5% | -6.0% |
| 30D | +11.1% | +2.8% | +8.4% | +10.9% |
| 3M | +10.7% | +5.1% | +5.6% | +10.3% |
| 6M | +6.9% | +8.8% | -1.9% | +5.9% |
| YTD | -6.3% | +14.8% | -21.1% | -8.2% |
| 1Y | +13.5% | +25.7% | -12.3% | +10.0% |
| All | +13.5% | +28.6% | -15.1% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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