+365.8%
ETN vs QS
-46.4%
+412.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.0% | +3.8% |
| 7D | +3.5% | -3.6% | +7.2% | +3.8% |
| 30D | -7.5% | -17.2% | +9.7% | -6.5% |
| 3M | +8.3% | -27.0% | +35.3% | +10.1% |
| 6M | +20.2% | -24.6% | +44.8% | +21.8% |
| YTD | +34.7% | -49.3% | +84.0% | +39.1% |
| 1Y | +19.4% | -40.3% | +59.8% | +21.8% |
| 3Y | +85.5% | -23.8% | +109.3% | +81.5% |
| 5Y | +186.6% | -75.0% | +261.5% | +181.8% |
| All | +365.8% | -46.4% | +412.2% | +380.9% |
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