+8.2%
EW vs QS
-36.7%
+44.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -2.8% |
| 7D | -6.2% | -3.6% | -2.5% | -6.1% |
| 30D | -9.3% | -17.2% | +7.9% | -9.3% |
| 3M | -1.6% | -27.0% | +25.4% | -1.7% |
| 6M | -0.8% | -24.6% | +23.7% | -0.7% |
| YTD | -1.0% | -49.3% | +48.3% | -2.1% |
| 1Y | +8.2% | -40.3% | +48.5% | +8.3% |
| All | +8.2% | -36.7% | +44.8% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling