+23.6%
EW vs QS
-75.8%
+99.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.8% | +7.8% | +0.5% |
| 7D | +4.9% | -5.6% | +10.5% | +5.3% |
| 30D | +24.1% | -5.8% | +29.9% | +24.4% |
| 3M | +13.7% | -39.2% | +52.9% | +16.5% |
| 6M | +32.7% | -53.9% | +86.6% | +37.8% |
| YTD | +24.1% | -62.8% | +86.9% | +29.3% |
| 1Y | +23.6% | -73.5% | +97.1% | +31.0% |
| All | +23.6% | -75.8% | +99.4% | +31.0% |
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