-8.1%
EQX vs QS
-47.4%
+39.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.3% | -5.0% |
| 7D | -7.0% | -5.0% | -2.1% | -6.7% |
| 30D | +4.8% | -18.3% | +23.1% | +6.1% |
| 3M | +25.6% | -26.0% | +51.6% | +27.6% |
| 6M | -25.8% | -24.0% | -1.8% | -24.8% |
| YTD | -12.7% | -50.3% | +37.5% | -9.7% |
| 1Y | +14.1% | -38.0% | +52.0% | +16.2% |
| 3Y | +165.7% | -24.6% | +190.3% | +160.3% |
| 5Y | +81.2% | -75.4% | +156.7% | +79.0% |
| All | -8.1% | -47.4% | +39.3% | -10.0% |
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