+245.0%
EQT vs QS
-47.4%
+292.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -1.2% | -5.0% | +3.8% | -0.9% |
| 30D | +1.1% | -18.3% | +19.4% | +2.2% |
| 3M | +4.8% | -26.0% | +30.8% | +6.2% |
| 6M | -10.6% | -24.0% | +13.5% | -9.9% |
| YTD | +3.4% | -50.3% | +53.7% | +6.8% |
| 1Y | +8.7% | -38.0% | +46.6% | +9.7% |
| 3Y | +35.0% | -24.6% | +59.6% | +28.7% |
| 5Y | +204.2% | -75.4% | +279.7% | +197.9% |
| All | +245.0% | -47.4% | +292.4% | +213.8% |
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 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