-33.5%
EL vs QSR
+25.0%
-58.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.0% |
| 7D | -4.4% | -4.7% | +0.3% | -2.0% |
| 30D | +10.3% | +4.3% | +6.0% | +7.9% |
| 3M | +13.4% | +5.4% | +7.9% | +10.0% |
| 6M | +3.1% | +8.2% | -5.1% | -2.3% |
| YTD | -6.9% | +14.1% | -21.0% | -15.3% |
| 1Y | +11.9% | +28.1% | -16.2% | -6.7% |
| All | -33.5% | +25.0% | -58.5% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling