+159.6%
ETR vs QS
-47.4%
+207.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.3% |
| 7D | -1.9% | -5.0% | +3.1% | -1.9% |
| 30D | -0.2% | -18.3% | +18.1% | -0.2% |
| 3M | -3.7% | -26.0% | +22.3% | -3.7% |
| 6M | +2.1% | -24.0% | +26.1% | +2.1% |
| YTD | +16.5% | -50.3% | +66.7% | +16.6% |
| 1Y | +22.5% | -38.0% | +60.5% | +22.7% |
| 3Y | +144.7% | -24.6% | +169.3% | +145.0% |
| 5Y | +125.2% | -75.4% | +200.6% | +123.3% |
| All | +159.6% | -47.4% | +207.0% | +166.6% |
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