+34.9%
EW vs QS
-60.6%
+95.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.8% | +7.8% | +0.4% |
| 7D | +4.9% | -5.6% | +10.5% | +5.2% |
| 30D | +24.1% | -5.8% | +29.9% | +24.3% |
| 3M | +13.7% | -39.2% | +52.9% | +16.2% |
| 6M | +32.7% | -53.9% | +86.6% | +36.9% |
| YTD | +24.1% | -62.8% | +86.9% | +28.8% |
| 1Y | +23.6% | -73.5% | +97.1% | +30.3% |
| 3Y | +64.8% | -29.1% | +93.8% | +57.6% |
| 5Y | -8.8% | -90.0% | +81.2% | -10.3% |
| All | +34.9% | -60.6% | +95.5% | +35.7% |
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