+174.6%
ETR vs QS
-62.6%
+237.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.0% | -0.1% |
| 7D | +1.2% | -14.0% | +15.2% | +1.2% |
| 30D | +7.0% | -6.4% | +13.4% | +7.0% |
| 3M | +4.6% | -40.3% | +44.9% | +4.7% |
| 6M | +0.1% | -57.5% | +57.6% | +0.2% |
| YTD | +23.2% | -64.7% | +87.9% | +23.3% |
| 1Y | +20.6% | -72.9% | +93.5% | +20.8% |
| 3Y | +156.3% | -33.5% | +189.7% | +156.9% |
| 5Y | +159.6% | -90.5% | +250.2% | +154.1% |
| All | +174.6% | -62.6% | +237.2% | +182.1% |
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