-6.6%
EQX vs QS
-46.4%
+39.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | -3.2% | -3.6% | +0.4% | -3.0% |
| 30D | +7.8% | -17.2% | +25.0% | +9.0% |
| 3M | +21.3% | -27.0% | +48.3% | +23.4% |
| 6M | -22.4% | -24.6% | +2.2% | -21.3% |
| YTD | -11.3% | -49.3% | +38.0% | -8.3% |
| 1Y | +13.5% | -40.3% | +53.8% | +15.8% |
| 3Y | +162.1% | -23.8% | +185.9% | +156.5% |
| 5Y | +84.2% | -75.0% | +159.1% | +81.7% |
| All | -6.6% | -46.4% | +39.8% | -8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling